def test_bid_market_price(marketaccounts, sell_quantity1, sell_price1,
sell_quantity2, sell_price2, buy_quantity,
seller_exp_bal1, seller_exp_bal2, buyer_exp_bal1,
buyer_exp_bal2):
'''Test that a bid at market price takes the existing orders correctly'''
alice = marketaccounts.alice
bob = marketaccounts.bob
market.sell(sell_quantity1,
alice.account1,
alice.account2,
price=sell_price1)
market.sell(sell_quantity2,
alice.account1,
alice.account2,
price=sell_price2)
market.buy(buy_quantity,
bob.account1,
bob.account2,
price=market.MARKET_PRICE)
time.sleep(cron_interval)
assert_balances(
(alice.account1, seller_exp_bal1), (alice.account2, seller_exp_bal2),
(bob.account1, buyer_exp_bal1), (bob.account2, buyer_exp_bal2))
def test_market_offers_buying(marketaccounts):
alice = marketaccounts.alice
bob = marketaccounts.bob
market.buy(3, bob.account1, bob.account2, price=7)
time.sleep(cron_interval)
server_id = bob.account1.server_id
message = pyopentxs.otme.get_market_list(server_id, alice.account1.nym._id)
assert pyopentxs.is_message_success(message)
obj = opentxs.QueryObject(opentxs.STORED_OBJ_MARKET_LIST, "markets",
server_id, "market_data.bin")
market_list = opentxs.MarketList_ot_dynamic_cast(obj)
market_data_count = market_list.GetMarketDataCount()
assert market_data_count >= 1
market_data = [market_list.GetMarketData(m) for m in range(market_data_count)]
matching_markets = list(filter(lambda m: (bob.account1.asset._id == m.instrument_definition_id
and bob.account2.asset._id == m.currency_type_id),
market_data))
assert len(matching_markets) == 1
c = matching_markets[0]
assert bob.account1.asset._id == c.instrument_definition_id
assert bob.account2.asset._id == c.currency_type_id
assert '1' == c.scale
assert '0' == c.total_assets
assert '1' == c.number_bids
assert '0' == c.number_asks
assert '1' == c.last_sale_price
assert '7' == c.current_bid
assert '0' == c.current_ask
assert '0' == c.volume_trades
assert '0' == c.volume_assets
assert '0' == c.volume_currency
assert '0' == c.recent_highest_bid
assert '0' == c.recent_lowest_ask
assert '' == c.last_sale_date
message = pyopentxs.otme.get_market_offers(server_id, alice.account1.nym._id, c.market_id, 20)
assert pyopentxs.is_message_success(message)
obj = opentxs.QueryObject(opentxs.STORED_OBJ_OFFER_LIST_MARKET, "markets",
server_id, c.market_id + ".bin")
tradeList = opentxs.OfferListMarket_ot_dynamic_cast(obj)
assert 0 == tradeList.GetAskDataCount()
assert 1 == tradeList.GetBidDataCount()
c = tradeList.GetBidData(0)
assert '' == c.gui_label
# assert '' == c.transaction_id
# assert '' == c.date
assert '7' == c.price_per_scale
assert '3' == c.available_assets
assert '1' == c.minimum_increment
def test_immediate_trade(marketaccounts, sell_quantity, sell_price, buy_quantity, buy_price,
seller_exp_bal1, seller_exp_bal2, buyer_exp_bal1, buyer_exp_bal2):
'''Create two offers at the same price so that the trade should
execute immediately.'''
alice = marketaccounts.alice
bob = marketaccounts.bob
market.sell(sell_quantity, alice.account1, alice.account2, price=sell_price)
market.buy(buy_quantity, bob.account1, bob.account2, price=buy_price)
time.sleep(cron_interval)
assert_balances((alice.account1, seller_exp_bal1),
(alice.account2, seller_exp_bal2),
(bob.account1, buyer_exp_bal1),
(bob.account2, buyer_exp_bal2))
def test_bid_market_price(marketaccounts, sell_quantity1, sell_price1, sell_quantity2, sell_price2,
buy_quantity, seller_exp_bal1, seller_exp_bal2, buyer_exp_bal1,
buyer_exp_bal2):
'''Test that a bid at market price takes the existing orders correctly'''
alice = marketaccounts.alice
bob = marketaccounts.bob
market.sell(sell_quantity1, alice.account1, alice.account2, price=sell_price1)
market.sell(sell_quantity2, alice.account1, alice.account2, price=sell_price2)
market.buy(buy_quantity, bob.account1, bob.account2, price=market.MARKET_PRICE)
time.sleep(cron_interval)
assert_balances((alice.account1, seller_exp_bal1),
(alice.account2, seller_exp_bal2),
(bob.account1, buyer_exp_bal1),
(bob.account2, buyer_exp_bal2))
def test_immediate_trade(marketaccounts, sell_quantity, sell_price,
buy_quantity, buy_price, seller_exp_bal1,
seller_exp_bal2, buyer_exp_bal1, buyer_exp_bal2):
'''Create two offers at the same price so that the trade should
execute immediately.'''
alice = marketaccounts.alice
bob = marketaccounts.bob
market.sell(sell_quantity,
alice.account1,
alice.account2,
price=sell_price)
market.buy(buy_quantity, bob.account1, bob.account2, price=buy_price)
time.sleep(cron_interval)
assert_balances(
(alice.account1, seller_exp_bal1), (alice.account2, seller_exp_bal2),
(bob.account1, buyer_exp_bal1), (bob.account2, buyer_exp_bal2))
def test_get_nym_market_offers_buying(marketaccounts):
# alice = marketaccounts.alice
bob = marketaccounts.bob
server_id = bob.account1.server_id
market.buy(3, bob.account1, bob.account2, price=7)
time.sleep(cron_interval)
message = pyopentxs.otme.get_nym_market_offers(server_id, bob.nym._id)
assert pyopentxs.is_message_success(message)
obj = opentxs.QueryObject(opentxs.STORED_OBJ_OFFER_LIST_NYM, "nyms",
server_id, bob.nym._id + ".bin")
offerList = opentxs.OfferListNym_ot_dynamic_cast(obj)
assert 1 == offerList.GetOfferDataNymCount()
c = offerList.GetOfferDataNym(0)
assert "" == c.gui_label
# assert "" == c.valid_from
# assert "" == c.valid_to
assert server_id == c.notary_id
assert bob.account1.asset._id == c.instrument_definition_id
assert bob.account1._id == c.asset_acct_id
assert bob.account2.asset._id == c.currency_type_id
assert bob.account2._id == c.currency_acct_id
assert False == c.selling
assert "1" == c.scale
assert "7" == c.price_per_scale
# assert "" == c.transaction_id
assert "3" == c.total_assets
assert "0" == c.finished_so_far
assert "1" == c.minimum_increment
assert "" == c.stop_sign
assert "0" == c.stop_price
def test_get_nym_market_offers_buying(marketaccounts):
# alice = marketaccounts.alice
bob = marketaccounts.bob
server_id = bob.account1.server_id
market.buy(3, bob.account1, bob.account2, price=7)
time.sleep(cron_interval)
message = pyopentxs.otme.get_nym_market_offers(server_id, bob.nym._id)
assert pyopentxs.is_message_success(message)
obj = opentxs.QueryObject(opentxs.STORED_OBJ_OFFER_LIST_NYM, "nyms", server_id,
bob.nym._id + ".bin")
offerList = opentxs.OfferListNym_ot_dynamic_cast(obj)
assert 1 == offerList.GetOfferDataNymCount()
c = offerList.GetOfferDataNym(0)
assert "" == c.gui_label
# assert "" == c.valid_from
# assert "" == c.valid_to
assert server_id == c.notary_id
assert bob.account1.asset._id == c.instrument_definition_id
assert bob.account1._id == c.asset_acct_id
assert bob.account2.asset._id == c.currency_type_id
assert bob.account2._id == c.currency_acct_id
assert False == c.selling
assert "1" == c.scale
assert "7" == c.price_per_scale
# assert "" == c.transaction_id
assert "3" == c.total_assets
assert "0" == c.finished_so_far
assert "1" == c.minimum_increment
assert "" == c.stop_sign
assert "0" == c.stop_price
def test_market_offers_buying(marketaccounts):
alice = marketaccounts.alice
bob = marketaccounts.bob
market.buy(3, bob.account1, bob.account2, price=7)
time.sleep(cron_interval)
server_id = bob.account1.server_id
message = pyopentxs.otme.get_market_list(server_id, alice.account1.nym._id)
assert pyopentxs.is_message_success(message)
obj = opentxs.QueryObject(opentxs.STORED_OBJ_MARKET_LIST, "markets",
server_id, "market_data.bin")
market_list = opentxs.MarketList_ot_dynamic_cast(obj)
market_data_count = market_list.GetMarketDataCount()
assert market_data_count >= 1
market_data = [
market_list.GetMarketData(m) for m in range(market_data_count)
]
matching_markets = list(
filter(
lambda m: (bob.account1.asset._id == m.instrument_definition_id and
bob.account2.asset._id == m.currency_type_id),
market_data))
assert len(matching_markets) == 1
c = matching_markets[0]
assert bob.account1.asset._id == c.instrument_definition_id
assert bob.account2.asset._id == c.currency_type_id
assert '1' == c.scale
assert '0' == c.total_assets
assert '1' == c.number_bids
assert '0' == c.number_asks
assert '1' == c.last_sale_price
assert '7' == c.current_bid
assert '0' == c.current_ask
assert '0' == c.volume_trades
assert '0' == c.volume_assets
assert '0' == c.volume_currency
assert '0' == c.recent_highest_bid
assert '0' == c.recent_lowest_ask
assert '' == c.last_sale_date
message = pyopentxs.otme.get_market_offers(server_id,
alice.account1.nym._id,
c.market_id, 20)
assert pyopentxs.is_message_success(message)
obj = opentxs.QueryObject(opentxs.STORED_OBJ_OFFER_LIST_MARKET, "markets",
server_id, c.market_id + ".bin")
tradeList = opentxs.OfferListMarket_ot_dynamic_cast(obj)
assert 0 == tradeList.GetAskDataCount()
assert 1 == tradeList.GetBidDataCount()
c = tradeList.GetBidData(0)
assert '' == c.gui_label
# assert '' == c.transaction_id
# assert '' == c.date
assert '7' == c.price_per_scale
assert '3' == c.available_assets
assert '1' == c.minimum_increment
