def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'),
AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 1, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(50, 5, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
async def tick_entry2(price_level):
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
tick_entry = TickEntry(tick, price_level)
yield tick_entry
await tick_entry.shutdown_task_manager()
def insert_tick(self, tick):
"""
:param tick: The tick to insert
:type tick: Tick
"""
if (tick.assets.second.asset_id,
tick.assets.first.asset_id) not in self._price_level_list_map:
self._price_level_list_map[(
tick.assets.second.asset_id,
tick.assets.first.asset_id)] = PriceLevelList()
self._depth[(tick.assets.second.asset_id,
tick.assets.first.asset_id)] = 0
if not self._price_level_exists(
tick.price): # First tick for that price
self._create_price_level(tick.price)
tick_entry = TickEntry(tick, self._price_map[tick.price])
self.get_price_level(tick.price).append_tick(tick_entry)
self._tick_map[tick.order_id] = tick_entry
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@inlineCallbacks
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'),
AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
tick2 = Tick(OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 1, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
@inlineCallbacks
def tearDown(self):
self.tick_entry.shutdown_task_manager()
self.tick_entry2.shutdown_task_manager()
yield super(TickEntryTestSuite, self).tearDown()
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('60 BTC\t@\t0.5 MB', str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(OrderId(TraderId(b'a' * 20), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)