def test_orderbook_replace_price_and_size():
order = Order("TEST", 23.54, 100, "B", 2, "NEWORDER_1", "TESTSESSION")
orderbook = Orderbook("TEST")
orderbook.new_order(order)
order = Order("TEST", 23.55, 120, "B", 2, "NEWORDER_2", "TESTSESSION")
orderbook.replace_order("NEWORDER_1", order)
assert orderbook.bids[23.55][0].quantity == 120
assert orderbook.bids[23.55][0].price == 23.55
def test_orderbook_replace_size():
order = Order("TEST", 23.54, 100, "B", 2, "NEWORDER_1", "TESTSESSION")
orderbook = Orderbook("TEST")
orderbook.new_order(order)
print(orderbook._show_orderbook())
order = Order("TEST", 23.54, 120, "B", 2, "NEWORDER_2", "TESTSESSION")
orderbook.replace_order("NEWORDER_1", order)
print(orderbook._show_orderbook())
assert orderbook.bids[23.54][0].quantity == 120
def test_orderbook_replace_execution_deletion():
orderbook = Orderbook("TEST")
order = Order("TEST", 23.54, 150, "B", 2, "TESTSESSION_1_NEWORDER_1",
"TESTSESSION_1")
orderbook.new_order(order)
order = Order("TEST", 23.54, 250, "B", 2, "TESTSESSION_3_NEWORDER_1",
"TESTSESSION_3")
orderbook.new_order(order)
order = Order("TEST", 23.57, 130, "S", 2, "TESTSESSION_2_NEWORDER_1",
"TESTSESSION_2")
orderbook.new_order(order)
order = Order("TEST", 23.59, 120, "S", 2, "TESTSESSION_2_NEWORDER_2",
"TESTSESSION_2")
orderbook.new_order(order)
assert orderbook.bbo() == (23.54, 23.57)
order = Order("TEST", 23.56, 350, "B", 2, "TESTSESSION_3_NEWORDER_2",
"TESTSESSION_3")
orderbook.replace_order("TESTSESSION_3_NEWORDER_1", order)
assert orderbook.bbo() == (23.56, 23.57)
# orderbook.delete_order("TESTSESSION_2_NEWORDER_1")
order = Order("TEST", 23.56, 351, "S", 2, "TESTSESSION_2_NEWORDER_3",
"TESTSESSION_2")
orderbook.replace_order("TESTSESSION_2_NEWORDER_2", order)
assert orderbook.trades.qsize() == 2
assert orderbook.bbo() == (23.54, 23.56)
while not orderbook.trades.empty():
trade = orderbook.trades.get()
assert trade.price == 23.56
assert trade.quantity == 350
orderbook.delete_order("TESTSESSION_2_NEWORDER_3")
assert orderbook.bbo() == (23.54, 23.57)
def test_orderbook_replace_execution():
orderbook = Orderbook("TEST")
order = Order("TEST", 23.54, 150, "B", 2, "TESTSESSION_1_NEWORDER_1",
"TESTSESSION_1")
orderbook.new_order(order)
order = Order("TEST", 23.55, 130, "S", 2, "TESTSESSION_2_NEWORDER_1",
"TESTSESSION_2")
orderbook.new_order(order)
order = Order("TEST", 23.55, 140, "B", 2, "TESTSESSION_1_NEWORDER_2",
"TESTSESSION_1")
orderbook.replace_order("TESTSESSION_1_NEWORDER_1", order)
assert orderbook.trades.qsize() == 2
while not orderbook.trades.empty():
trade = orderbook.trades.get()
assert trade.price == 23.55
assert trade.quantity == 130
assert orderbook.bbo() == (23.55, float("inf"))