def update_ticks(self, ask_order_dict, bid_order_dict, traded_quantity, unreserve=True):
"""
Update ticks according to a TrustChain block containing the status of the ask/bid orders.
:type ask_order_dict: dict
:type bid_order_dict: dict
:type traded_quantity: int
:type unreserve: bool
"""
ask_order_id = OrderId(TraderId(ask_order_dict["trader_id"]), OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(TraderId(bid_order_dict["trader_id"]), OrderNumber(bid_order_dict["order_number"]))
self._logger.debug("Updating ticks in order book: %s and %s (traded quantity: %s)",
str(ask_order_id), str(bid_order_id), str(traded_quantity))
# Update ask tick
ask_exists = self.tick_exists(ask_order_id)
if ask_exists and ask_order_dict["traded"] >= self.get_tick(ask_order_id).traded:
tick = self.get_tick(ask_order_id)
tick.traded = ask_order_dict["traded"]
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not ask_exists and ask_order_dict["traded"] < ask_order_dict["assets"]["first"]["amount"] and \
ask_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(ask_order_dict["assets"])
ask = Ask(ask_order_id, new_pair, Timeout(ask_order_dict["timeout"]),
Timestamp(ask_order_dict["timestamp"]), traded=ask_order_dict["traded"])
self.insert_ask(ask)
elif not ask_exists and ask_order_dict["traded"] >= ask_order_dict["assets"]["first"]["amount"]:
self.completed_orders.add(ask_order_id)
# Update bid tick
bid_exists = self.tick_exists(bid_order_id)
if bid_exists and bid_order_dict["traded"] >= self.get_tick(bid_order_id).traded:
tick = self.get_tick(bid_order_id)
tick.traded = bid_order_dict["traded"]
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not bid_exists and bid_order_dict["traded"] < bid_order_dict["assets"]["first"]["amount"] and \
bid_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(bid_order_dict["assets"])
bid = Bid(bid_order_id, new_pair, Timeout(bid_order_dict["timeout"]),
Timestamp(bid_order_dict["timestamp"]), traded=bid_order_dict["traded"])
self.insert_bid(bid)
elif not bid_exists and bid_order_dict["traded"] >= bid_order_dict["assets"]["first"]["amount"]:
self.completed_orders.add(bid_order_id)
def test_from_dictionary(self):
"""
Test the method to create an AssetPair object from a given dictionary
"""
self.assertEqual(
AssetPair.from_dictionary({
"first": {
"amount": 2,
"type": "BTC",
},
"second": {
"amount": 2,
"type": "MB"
}
}), self.assetpair1)
def from_block(cls, block):
"""
Restore a bid from a TrustChain block
:param data: TrustChainBlock
:return: Restored bid
:rtype: Bid
"""
tx_dict = block.transaction["tick"]
return cls(OrderId(TraderId(tx_dict["trader_id"]),
OrderNumber(tx_dict["order_number"])),
AssetPair.from_dictionary(tx_dict["assets"]),
Timeout(tx_dict["timeout"]),
Timestamp(tx_dict["timestamp"]),
traded=tx_dict["traded"],
block_hash=block.hash)
def from_block(cls, block):
"""
Restore a bid from a TrustChain block
:param data: TrustChainBlock
:return: Restored bid
:rtype: Bid
"""
tx_dict = block.transaction["tick"]
return cls(
OrderId(TraderId(tx_dict["trader_id"]), OrderNumber(tx_dict["order_number"])),
AssetPair.from_dictionary(tx_dict["assets"]),
Timeout(tx_dict["timeout"]),
Timestamp(tx_dict["timestamp"]),
traded=tx_dict["traded"],
block_hash=block.hash
)
def update_ticks(self,
ask_order_dict,
bid_order_dict,
traded_quantity,
unreserve=True):
"""
Update ticks according to a TrustChain block containing the status of the ask/bid orders.
:type ask_order_dict: dict
:type bid_order_dict: dict
:type traded_quantity: int
:type unreserve: bool
"""
ask_order_id = OrderId(TraderId(ask_order_dict["trader_id"]),
OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(TraderId(bid_order_dict["trader_id"]),
OrderNumber(bid_order_dict["order_number"]))
self._logger.debug(
"Updating ticks in order book: %s and %s (traded quantity: %s)",
str(ask_order_id), str(bid_order_id), str(traded_quantity))
# Update ask tick
ask_exists = self.tick_exists(ask_order_id)
if ask_exists and ask_order_dict["traded"] >= self.get_tick(
ask_order_id).traded:
tick = self.get_tick(ask_order_id)
tick.traded = ask_order_dict["traded"]
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not ask_exists and ask_order_dict["traded"] < ask_order_dict["assets"]["first"]["amount"] and \
ask_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(ask_order_dict["assets"])
ask = Ask(ask_order_id,
new_pair,
Timeout(ask_order_dict["timeout"]),
Timestamp(ask_order_dict["timestamp"]),
traded=ask_order_dict["traded"])
self.insert_ask(ask)
elif not ask_exists and ask_order_dict["traded"] >= ask_order_dict[
"assets"]["first"]["amount"]:
self.completed_orders.add(ask_order_id)
# Update bid tick
bid_exists = self.tick_exists(bid_order_id)
if bid_exists and bid_order_dict["traded"] >= self.get_tick(
bid_order_id).traded:
tick = self.get_tick(bid_order_id)
tick.traded = bid_order_dict["traded"]
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.traded >= tick.assets.first.amount:
self.remove_tick(tick.order_id)
self.completed_orders.add(tick.order_id)
elif not bid_exists and bid_order_dict["traded"] < bid_order_dict["assets"]["first"]["amount"] and \
bid_order_id not in self.completed_orders:
new_pair = AssetPair.from_dictionary(bid_order_dict["assets"])
bid = Bid(bid_order_id,
new_pair,
Timeout(bid_order_dict["timeout"]),
Timestamp(bid_order_dict["timestamp"]),
traded=bid_order_dict["traded"])
self.insert_bid(bid)
elif not bid_exists and bid_order_dict["traded"] >= bid_order_dict[
"assets"]["first"]["amount"]:
self.completed_orders.add(bid_order_id)
