def test_serialize_order(self):
o = Order("ABC", 10.00, 10, Side.BUY, 123)
o_serialized = Order.serialize(o)
self.assertEqual(o_serialized, "o|ABC|10.0000|10|BUY|123")
o = Order("CBA", 12.333, 432, Side.SELL, 4242)
o_serialized = Order.serialize(o)
self.assertEqual(o_serialized, "o|CBA|12.3330|432|SELL|4242")
async def spam_orders(instrument, client_id):
while True:
o = generate_order(instrument, client_id)
o_serialized = Order.serialize(o)
msg = o_serialized
async with websockets.connect(SERVER_ADDRESS) as websocket:
await websocket.send(msg)
print(f"> {msg}")
resp = await websocket.recv()
print(f"< {resp}")
delay = np.random.normal(WAIT_MEAN, WAIT_SD)
await usleep(delay)