async def test_merge_order_book_deltas(self):
await self.provider.load_all_async(
market_filter={"market_id": "1.180759290"})
raw = {
"op":
"mcm",
"clk":
"792361654",
"pt":
1577575379148,
"mc": [{
"id":
"1.180759290",
"rc": [
{
"atl": [[3.15, 3.68]],
"id": 7659748
},
{
"trd": [[3.15, 364.45]],
"ltp": 3.15,
"tv": 364.45,
"id": 7659748
},
{
"atb": [[3.15, 0]],
"id": 7659748
},
],
"con":
True,
"img":
False,
}],
}
updates = build_market_update_messages(self.provider, raw)
assert len(updates) == 3
trade, ticker, deltas = updates
assert isinstance(trade, TradeTick)
assert isinstance(ticker, Ticker)
assert isinstance(deltas, OrderBookDeltas)
assert len(deltas.deltas) == 2
def test__merge_order_book_deltas(provider):
provider.load_all()
raw = {
"op":
"mcm",
"clk":
"792361654",
"pt":
1577575379148,
"mc": [{
"id":
"1.179082386",
"rc": [
{
"atl": [[3.15, 3.68]],
"id": 50214
},
{
"trd": [[3.15, 364.45]],
"ltp": 3.15,
"tv": 364.45,
"id": 50214
},
{
"atb": [[3.15, 0]],
"id": 50214
},
],
"con":
True,
"img":
False,
}],
}
updates = build_market_update_messages(provider, raw)
assert len(updates) == 2
assert isinstance(updates[0], TradeTick)
assert isinstance(updates[1], OrderBookDeltas)
assert len(updates[1].deltas) == 2