def test_order_submit_to_betfair(betting_instrument):
command = BetfairTestStubs.submit_order_command()
result = order_submit_to_betfair(command=command,
instrument=betting_instrument)
expected = {
"customer_ref":
command.id.value.replace("-", ""),
"customer_strategy_ref":
"Test-1",
"instructions": [{
"customerOrderRef": "O-20210410-022422-001-001-Test",
"handicap": "",
"limitOrder": {
"minFillSize": 0,
"persistenceType": "PERSIST",
"price": 3.05,
"size": 10.0,
},
"orderType": "LIMIT",
"selectionId": "50214",
"side": "BACK",
}],
"market_id":
"1.179082386",
}
assert result == expected
def test_order_submit_to_betfair(betting_instrument):
result = order_submit_to_betfair(
command=BetfairTestStubs.submit_order_command(), instrument=betting_instrument
)
expected = {
"customer_ref": "1",
"customer_strategy_ref": "1",
"instructions": [
{
"customerOrderRef": "1",
"handicap": "0",
"limitOrder": {
"minFillSize": 0,
"persistenceType": "PERSIST",
"price": 3.05,
"size": 10.0,
},
"orderType": "LIMIT",
"selectionId": "50214",
"side": "BACK",
}
],
"market_id": "1.179082386",
}
assert result == expected
async def _submit_order(self, command: SubmitOrder) -> None:
self._log.debug(f"Received submit_order {command}")
self.generate_order_submitted(
instrument_id=command.instrument_id,
strategy_id=command.strategy_id,
client_order_id=command.order.client_order_id,
ts_event=self._clock.timestamp_ns(),
)
self._log.debug("Generated _generate_order_submitted")
instrument = self._cache.instrument(command.instrument_id)
PyCondition.not_none(instrument, "instrument")
client_order_id = command.order.client_order_id
place_order = order_submit_to_betfair(command=command, instrument=instrument)
try:
result = await self._client.place_orders(**place_order)
except Exception as exc:
if isinstance(exc, BetfairAPIError):
await self.on_api_exception(exc=exc)
self._log.warning(f"Submit failed: {exc}")
self.generate_order_rejected(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=client_order_id,
reason="client error", # type: ignore
ts_event=self._clock.timestamp_ns(),
)
return
self._log.debug(f"result={result}")
for report in result["instructionReports"]:
if result["status"] == "FAILURE":
reason = f"{result['errorCode']}: {report['errorCode']}"
self._log.warning(f"Submit failed - {reason}")
self.generate_order_rejected(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=client_order_id,
reason=reason, # type: ignore
ts_event=self._clock.timestamp_ns(),
)
self._log.debug("Generated _generate_order_rejected")
return
else:
venue_order_id = VenueOrderId(report["betId"])
self._log.debug(
f"Matching venue_order_id: {venue_order_id} to client_order_id: {client_order_id}"
)
self.venue_order_id_to_client_order_id[venue_order_id] = client_order_id # type: ignore
self.generate_order_accepted(
strategy_id=command.strategy_id,
instrument_id=command.instrument_id,
client_order_id=client_order_id,
venue_order_id=venue_order_id, # type: ignore
ts_event=self._clock.timestamp_ns(),
)
self._log.debug("Generated _generate_order_accepted")
async def test_place_orders(self):
instrument = BetfairTestStubs.betting_instrument()
limit_order = TestExecStubs.limit_order(
instrument_id=instrument.id,
order_side=OrderSide.BUY,
price=Price.from_str("0.50"),
quantity=Quantity.from_int(10),
)
command = TestCommandStubs.submit_order_command(order=limit_order)
place_orders = order_submit_to_betfair(command=command,
instrument=instrument)
place_orders["instructions"][0][
"customerOrderRef"] = "O-20210811-112151-000"
with mock_client_request(response=BetfairResponses.
betting_place_order_success()) as req:
await self.client.place_orders(**place_orders)
expected = BetfairRequests.betting_place_order()
result = req.call_args.kwargs["json"]
assert result == expected
async def test_place_orders_market_on_close(self):
instrument = BetfairTestStubs.betting_instrument()
market_on_close_order = BetfairTestStubs.market_order(
side=OrderSide.BUY,
time_in_force=TimeInForce.AT_THE_CLOSE,
)
submit_order_command = SubmitOrder(
trader_id=TestIdStubs.trader_id(),
strategy_id=TestIdStubs.strategy_id(),
position_id=PositionId("1"),
order=market_on_close_order,
command_id=UUID4("be7dffa0-46f2-fce5-d820-c7634d022ca1"),
ts_init=0,
)
place_orders = order_submit_to_betfair(command=submit_order_command,
instrument=instrument)
with mock_client_request(response=BetfairResponses.
betting_place_order_success()) as req:
resp = await self.client.place_orders(**place_orders)
assert resp
expected = BetfairRequests.betting_place_order_bsp()
result = req.call_args.kwargs["json"]
assert result == expected