def basic_book(self, price_currency='USD', vol_currency='BTC'):
def price(val):
return Money(val, price_currency)
def vol(val):
return Money(val, vol_currency)
bids = [Order(price('249'), vol('10'), self.exchange, Order.BID)]
asks = [Order(price('251'), vol('10'), self.exchange, Order.ASK)]
return {'bids': bids, 'asks': asks}
def bigger_book(self, price_currency='USD', vol_currency='BTC'):
def price(value):
return Money(value, price_currency)
def vol(value):
return Money(value, vol_currency)
bids = [
Order(price('249'), vol('10'), self.exchange, Order.BID),
Order(price('248'), vol('10'), self.exchange, Order.BID)
]
asks = [
Order(price('251'), vol('10'), self.exchange, Order.ASK),
Order(price('260'), vol('10'), self.exchange, Order.ASK),
]
return {'bids': bids, 'asks': asks}
def more_ob_1(self, price_currency='USD', vol_currency='BTC'):
ex = self.bitstamp
volume = Money('1', vol_currency)
ex.currency = price_currency
ex.volume_currency = vol_currency
bids3 = [
Order(Money('600', price_currency), volume, ex, Consts.BID),
Order(Money('550', price_currency), volume, ex, Consts.BID),
]
asks3 = [
Order(Money('601', price_currency), volume, ex, Consts.ASK),
Order(Money('650', price_currency), volume, ex, Consts.ASK),
]
return {'bids': bids3, 'asks': asks3}
def basic_ob_1(self, price_currency='USD', vol_currency='BTC'):
ex = self.itbit
ex.currency = price_currency
ex.volume_currency = vol_currency
volume = Money('1', vol_currency)
bids2 = [
Order(Money('598', price_currency), volume, ex, Consts.BID),
Order(Money('550', price_currency), volume, ex, Consts.BID),
]
asks2 = [
Order(Money('599', price_currency), volume, ex, Consts.ASK),
Order(Money('650', price_currency), volume, ex, Consts.ASK),
]
return {'bids': bids2, 'asks': asks2}
def more_ob_2(self, price_currency='USD', vol_currency='BTC'):
ex = self.itbit
volume_1 = Money('1', vol_currency)
volume_2 = Money('0.5', vol_currency)
ex.currency = price_currency
ex.volume_currency = vol_currency
bids4 = [
Order(Money('598', price_currency), volume_1, ex, Consts.BID),
Order(Money('550', price_currency), volume_1, ex, Consts.BID),
]
asks4 = [
Order(Money('599', price_currency), volume_2, ex, Consts.ASK),
Order(Money('599.5', price_currency), volume_2, ex, Consts.ASK),
Order(Money('650', price_currency), volume_1, ex, Consts.ASK),
]
return {'bids': bids4, 'asks': asks4}
def setUp(self):
self.bitstamp = BitstampBTCUSDExchange()
bids1 = [
Order(Money('1000', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.BID),
Order(Money('500', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.BID),
]
asks1 = [
Order(Money('1001', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.ASK),
Order(Money('1501', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.ASK),
]
self.basic_a = {'bids': bids1, 'asks': asks1}
bids2 = [
Order(Money('1000', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.BID),
Order(Money('900', 'USD'), Money('0.01', 'BTC'), self.bitstamp,
Consts.BID),
Order(Money('500', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.BID),
]
asks2 = [
Order(Money('1001', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.ASK),
Order(Money('1100', 'USD'), Money('0.01', 'BTC'), self.bitstamp,
Consts.BID),
Order(Money('1501', 'USD'), Money('1', 'BTC'), self.bitstamp,
Consts.ASK),
]
self.basic_b = {'bids': bids2, 'asks': asks2}
def real_orderbook_2(self, price_currency='USD', vol_currency='BTC'):
ex = self.itbit
ex.currency = price_currency
ex.volume_currency = vol_currency
def price(literal):
return Money(literal, price_currency)
def vol(literal):
return Money(literal, vol_currency)
bids = [
Order(price('605.89'), vol('58.8556'), ex, Consts.BID),
Order(price('605.61'), vol('1.1'), ex, Consts.BID),
Order(price('605.54'), vol('6.87'), ex, Consts.BID),
Order(price('605.36'), vol('1.6455'), ex, Consts.BID),
Order(price('605.09'), vol('1.413'), ex, Consts.BID),
Order(price('604.88'), vol('1.059'), ex, Consts.BID),
Order(price('604.7'), vol('78.7946'), ex, Consts.BID),
Order(price('604.63'), vol('1'), ex, Consts.BID),
Order(price('604.41'), vol('25'), ex, Consts.BID),
Order(price('604.37'), vol('1.5642'), ex, Consts.BID),
]
asks = [
Order(price('606.62'), vol('60.8689'), ex, Consts.ASK),
Order(price('606.85'), vol('1.5'), ex, Consts.ASK),
Order(price('607.06'), vol('6.88'), ex, Consts.ASK),
Order(price('607.1'), vol('1.64'), ex, Consts.ASK),
Order(price('607.32'), vol('1.465'), ex, Consts.ASK),
Order(price('607.59'), vol('31.83'), ex, Consts.ASK),
Order(price('607.6'), vol('1'), ex, Consts.ASK),
Order(price('607.82'), vol('2'), ex, Consts.ASK),
Order(price('607.88'), vol('81.9195'), ex, Consts.ASK),
Order(price('607.98'), vol('0.34'), ex, Consts.ASK),
]
return {'bids': bids, 'asks': asks}
def real_orderbook_1(self, price_currency='USD', vol_currency='BTC'):
ex = self.bitstamp
ex.currency = price_currency
ex.volume_currency = vol_currency
def price(literal):
return Money(literal, price_currency)
def vol(literal):
return Money(literal, vol_currency)
bids = [
Order(price('604.31'), vol('4.20600000'), ex, Consts.BID),
Order(price('604.30'), vol('3.00000000'), ex, Consts.BID),
Order(price('604.25'), vol('2.76500000'), ex, Consts.BID),
Order(price('604.24'), vol('3.43900000'), ex, Consts.BID),
Order(price('604.00'), vol('1.82278003'), ex, Consts.BID),
Order(price('603.98'), vol('4.83394284'), ex, Consts.BID),
Order(price('603.75'), vol('20.00000000'), ex, Consts.BID),
Order(price('603.61'), vol('4.57000000'), ex, Consts.BID),
Order(price('603.51'), vol('0.01615431'), ex, Consts.BID),
Order(price('603.38'), vol('4.58980000'), ex, Consts.BID),
]
asks = [
Order(price('605.37'), vol('0.82039084'), ex, Consts.ASK),
Order(price('605.41'), vol('1.07069908'), ex, Consts.ASK),
Order(price('605.47'), vol('1.01762788'), ex, Consts.ASK),
Order(price('605.50'), vol('10.00000000'), ex, Consts.ASK),
Order(price('606.19'), vol('16.93200000'), ex, Consts.ASK),
Order(price('606.20'), vol('10.00000000'), ex, Consts.ASK),
Order(price('606.51'), vol('4.84167900'), ex, Consts.ASK),
Order(price('606.85'), vol('4.00000000'), ex, Consts.ASK),
Order(price('606.92'), vol('1.01000000'), ex, Consts.ASK),
Order(price('606.98'), vol('10.97000000'), ex, Consts.ASK),
]
return {'bids': bids, 'asks': asks}