class OrderTestSuite(unittest.TestCase): """Order test cases.""" def setUp(self): # Object creation self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1)) self.transaction = Transaction(self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0)) self.proposed_trade = Trade.propose(TraderId('0'), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(3)), AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), Timestamp(0.0)) self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0), Timestamp(float("inf")), True) self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')), Timeout(0), Timestamp(float("inf")), True) self.order_timestamp = Timestamp.now() self.order = Order(OrderId(TraderId("0"), OrderNumber(3)), AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')), Timeout(5000), self.order_timestamp, False) self.order.set_verified() self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)), AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')), Timeout(5), Timestamp(time.time() - 1000), True) self.order2.set_verified() def test_add_trade(self): """ Test the add trade method of an order """ self.order.reserve_quantity_for_tick(OrderId(TraderId('5'), OrderNumber(1)), 10) self.assertEquals(self.order.traded_quantity, 0) self.order.add_trade(OrderId(TraderId('5'), OrderNumber(1)), 10) self.assertEquals(self.order.traded_quantity, 10) self.order.reserve_quantity_for_tick(OrderId(TraderId('6'), OrderNumber(1)), 40) self.order.add_trade(OrderId(TraderId('6'), OrderNumber(1)), 40) self.assertTrue(self.order.is_complete()) self.assertFalse(self.order.cancelled) def test_has_acceptable_price(self): """ Test the acceptable price method """ order = Order(OrderId(TraderId("0"), OrderNumber(3)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')), Timeout(5000), self.order_timestamp, True) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB')) self.assertFalse(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) order._is_ask = False pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB')) self.assertFalse(order.has_acceptable_price(pair)) def test_is_ask(self): # Test for is ask self.assertTrue(self.order2.is_ask()) self.assertFalse(self.order.is_ask()) def test_reserve_quantity_insufficient(self): # Test for reserve insufficient quantity self.assertRaises(ValueError, self.order.reserve_quantity_for_tick, self.tick2.order_id, self.tick2.assets.first) def test_reserve_quantity(self): # Test for reserve quantity self.assertEquals(0, self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(5, self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(10, self.order.reserved_quantity) def test_release_quantity(self): # Test for release quantity self.order.reserve_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(5, self.order.reserved_quantity) self.order.release_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(0, self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.assets.first.amount) quantity = self.tick.assets.first.amount + 1 self.assertRaises(ValueError, self.order.release_quantity_for_tick, self.tick.order_id, quantity) def test_release_unreserved_quantity(self): # Test for release unreserved quantity with self.assertRaises(TickWasNotReserved): self.order.release_quantity_for_tick(self.tick.order_id, AssetAmount(5, 'BTC')) def test_is_valid(self): self.assertTrue(self.order.is_valid()) self.assertFalse(self.order2.is_valid()) def test_status(self): """ Test the status of an order """ self.order._verified = False self.assertEqual(self.order.status, "unverified") self.order.set_verified() self.assertEqual(self.order.status, "open") self.order._timeout = Timeout(0) self.assertEqual(self.order.status, "expired") self.order._traded_quantity = self.order.total_quantity self.assertEqual(self.order.status, "completed") self.order._cancelled = True self.assertEqual(self.order.status, "cancelled") def test_to_dict(self): """ Test the conversion of an order to a dictionary """ self.assertEqual(self.order.to_dictionary(), { "trader_id": "0", "cancelled": False, "completed_timestamp": None, "is_ask": False, "order_number": 3, "assets": { "first": { "amount": 50, "type": "BTC", }, "second": { "amount": 5, "type": "MC" } }, "reserved_quantity": 0, "traded": 0, "status": "open", "timeout": 5000, "timestamp": float(self.order_timestamp) })
class OrderTestSuite(unittest.TestCase): """Order test cases.""" def setUp(self): # Object creation self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1)) self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'), Quantity(30, 'MC'), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0)) self.proposed_trade = Trade.propose( MessageId(TraderId('0'), MessageNumber('1')), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(3)), Price(100, 'BTC'), Quantity(30, 'MC'), Timestamp(0.0)) self.tick = Tick( MessageId(TraderId('0'), MessageNumber('message_number')), OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'), Quantity(5, 'MC'), Timeout(0.0), Timestamp(float("inf")), True) self.tick2 = Tick( MessageId(TraderId('0'), MessageNumber('message_number')), OrderId(TraderId('0'), OrderNumber(2)), Price(100, 'BTC'), Quantity(100, 'MC'), Timeout(0.0), Timestamp(float("inf")), True) self.order = Order(OrderId(TraderId("0"), OrderNumber(3)), Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5000), Timestamp(time.time()), False) self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)), Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5), Timestamp(time.time() - 1000), True) def test_add_trade(self): """ Test the add trade method of an order """ self.order.reserve_quantity_for_tick( OrderId(TraderId('5'), OrderNumber(1)), Quantity(10, 'MC')) self.assertEquals(self.order.traded_quantity, Quantity(0, 'MC')) self.order.add_trade(OrderId(TraderId('5'), OrderNumber(1)), Quantity(10, 'MC')) self.assertEquals(self.order.traded_quantity, Quantity(10, 'MC')) def test_is_ask(self): # Test for is ask self.assertTrue(self.order2.is_ask()) self.assertFalse(self.order.is_ask()) def test_reserve_quantity_insufficient(self): # Test for reserve insufficient quantity self.assertRaises(ValueError, self.order.reserve_quantity_for_tick, self.tick2.order_id, self.tick2.quantity) def test_reserve_quantity(self): # Test for reserve quantity self.assertEquals(Quantity(0, 'MC'), self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) self.assertEquals(Quantity(5, 'MC'), self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) self.assertEquals(Quantity(10, 'MC'), self.order.reserved_quantity) def test_release_quantity(self): # Test for release quantity self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) self.assertEquals(Quantity(5, 'MC'), self.order.reserved_quantity) self.order.release_quantity_for_tick(self.tick.order_id, Quantity(5, 'MC')) self.assertEquals(Quantity(0, 'MC'), self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) quantity = self.tick.quantity + Quantity(1, self.tick.quantity.wallet_id) self.assertRaises(ValueError, self.order.release_quantity_for_tick, self.tick.order_id, quantity) def test_release_unreserved_quantity(self): # Test for release unreserved quantity with self.assertRaises(TickWasNotReserved): self.order.release_quantity_for_tick(self.tick.order_id, Quantity(5, 'MC')) def test_is_valid(self): self.assertTrue(self.order.is_valid()) self.assertFalse(self.order2.is_valid()) def test_status(self): """ Test the status of an order """ self.assertEqual(self.order.status, "open") self.order._timeout = Timeout(0) self.assertEqual(self.order.status, "expired") self.order._traded_quantity = self.order.total_quantity self.assertEqual(self.order.status, "completed") self.order._cancelled = True self.assertEqual(self.order.status, "cancelled")
class OrderTestSuite(unittest.TestCase): """Order test cases.""" def setUp(self): # Object creation self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1)) self.transaction = Transaction( self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0)) self.proposed_trade = Trade.propose( TraderId('0'), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(3)), AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), Timestamp(0.0)) self.tick = Tick( OrderId(TraderId('0'), OrderNumber(1)), AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0), Timestamp(float("inf")), True) self.tick2 = Tick( OrderId(TraderId('0'), OrderNumber(2)), AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')), Timeout(0), Timestamp(float("inf")), True) self.order_timestamp = Timestamp.now() self.order = Order( OrderId(TraderId("0"), OrderNumber(3)), AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')), Timeout(5000), self.order_timestamp, False) self.order.set_verified() self.order2 = Order( OrderId(TraderId("0"), OrderNumber(4)), AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')), Timeout(5), Timestamp(time.time() - 1000), True) self.order2.set_verified() def test_add_trade(self): """ Test the add trade method of an order """ self.order.reserve_quantity_for_tick( OrderId(TraderId('5'), OrderNumber(1)), 10) self.assertEquals(self.order.traded_quantity, 0) self.order.add_trade(OrderId(TraderId('5'), OrderNumber(1)), 10) self.assertEquals(self.order.traded_quantity, 10) self.order.reserve_quantity_for_tick( OrderId(TraderId('6'), OrderNumber(1)), 40) self.order.add_trade(OrderId(TraderId('6'), OrderNumber(1)), 40) self.assertTrue(self.order.is_complete()) self.assertFalse(self.order.cancelled) def test_has_acceptable_price(self): """ Test the acceptable price method """ order = Order(OrderId(TraderId("0"), OrderNumber(3)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')), Timeout(5000), self.order_timestamp, True) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB')) self.assertFalse(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) order._is_ask = False pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB')) self.assertTrue(order.has_acceptable_price(pair)) pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB')) self.assertFalse(order.has_acceptable_price(pair)) def test_is_ask(self): # Test for is ask self.assertTrue(self.order2.is_ask()) self.assertFalse(self.order.is_ask()) def test_reserve_quantity_insufficient(self): # Test for reserve insufficient quantity self.assertRaises(ValueError, self.order.reserve_quantity_for_tick, self.tick2.order_id, self.tick2.assets.first) def test_reserve_quantity(self): # Test for reserve quantity self.assertEquals(0, self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(5, self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(10, self.order.reserved_quantity) def test_release_quantity(self): # Test for release quantity self.order.reserve_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(5, self.order.reserved_quantity) self.order.release_quantity_for_tick(self.tick.order_id, 5) self.assertEquals(0, self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.assets.first.amount) quantity = self.tick.assets.first.amount + 1 self.assertRaises(ValueError, self.order.release_quantity_for_tick, self.tick.order_id, quantity) def test_release_unreserved_quantity(self): # Test for release unreserved quantity with self.assertRaises(TickWasNotReserved): self.order.release_quantity_for_tick(self.tick.order_id, AssetAmount(5, 'BTC')) def test_is_valid(self): self.assertTrue(self.order.is_valid()) self.assertFalse(self.order2.is_valid()) def test_status(self): """ Test the status of an order """ self.order._verified = False self.assertEqual(self.order.status, "unverified") self.order.set_verified() self.assertEqual(self.order.status, "open") self.order._timeout = Timeout(0) self.assertEqual(self.order.status, "expired") self.order._traded_quantity = self.order.total_quantity self.assertEqual(self.order.status, "completed") self.order._cancelled = True self.assertEqual(self.order.status, "cancelled") def test_to_dict(self): """ Test the conversion of an order to a dictionary """ self.assertEqual( self.order.to_dictionary(), { "trader_id": "0", "cancelled": False, "completed_timestamp": None, "is_ask": False, "order_number": 3, "assets": { "first": { "amount": 50, "type": "BTC", }, "second": { "amount": 5, "type": "MC" } }, "reserved_quantity": 0, "traded": 0, "status": "open", "timeout": 5000, "timestamp": float(self.order_timestamp) })
class OrderTestSuite(unittest.TestCase): """Order test cases.""" def setUp(self): # Object creation self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1)) self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'), Quantity(30, 'MC'), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0)) self.proposed_trade = Trade.propose(MessageId(TraderId('0'), MessageNumber(1)), OrderId(TraderId('0'), OrderNumber(2)), OrderId(TraderId('1'), OrderNumber(3)), Price(100, 'BTC'), Quantity(30, 'MC'), Timestamp(0.0)) self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), Price(100, 'BTC'), Quantity(5, 'MC'), Timeout(0.0), Timestamp(float("inf")), True) self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(100, 'BTC'), Quantity(100, 'MC'), Timeout(0.0), Timestamp(float("inf")), True) self.order_timestamp = Timestamp.now() self.order = Order(OrderId(TraderId("0"), OrderNumber(3)), Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5000), self.order_timestamp, False) self.order.set_verified() self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)), Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5), Timestamp(time.time() - 1000), True) self.order2.set_verified() def test_add_trade(self): """ Test the add trade method of an order """ self.order.reserve_quantity_for_tick(OrderId(TraderId('5'), OrderNumber(1)), Quantity(10, 'MC')) self.assertEquals(self.order.traded_quantity, Quantity(0, 'MC')) self.order.add_trade(OrderId(TraderId('5'), OrderNumber(1)), Quantity(10, 'MC')) self.assertEquals(self.order.traded_quantity, Quantity(10, 'MC')) self.order.reserve_quantity_for_tick(OrderId(TraderId('6'), OrderNumber(1)), Quantity(20, 'MC')) self.order.add_trade(OrderId(TraderId('6'), OrderNumber(1)), Quantity(20, 'MC')) self.assertTrue(self.order.is_complete()) self.assertFalse(self.order.cancelled) def test_is_ask(self): # Test for is ask self.assertTrue(self.order2.is_ask()) self.assertFalse(self.order.is_ask()) def test_reserve_quantity_insufficient(self): # Test for reserve insufficient quantity self.assertRaises(ValueError, self.order.reserve_quantity_for_tick, self.tick2.order_id, self.tick2.quantity) def test_reserve_quantity(self): # Test for reserve quantity self.assertEquals(Quantity(0, 'MC'), self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) self.assertEquals(Quantity(5, 'MC'), self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) self.assertEquals(Quantity(10, 'MC'), self.order.reserved_quantity) def test_release_quantity(self): # Test for release quantity self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) self.assertEquals(Quantity(5, 'MC'), self.order.reserved_quantity) self.order.release_quantity_for_tick(self.tick.order_id, Quantity(5, 'MC')) self.assertEquals(Quantity(0, 'MC'), self.order.reserved_quantity) self.order.reserve_quantity_for_tick(self.tick.order_id, self.tick.quantity) quantity = self.tick.quantity + Quantity(1, self.tick.quantity.wallet_id) self.assertRaises(ValueError, self.order.release_quantity_for_tick, self.tick.order_id, quantity) def test_release_unreserved_quantity(self): # Test for release unreserved quantity with self.assertRaises(TickWasNotReserved): self.order.release_quantity_for_tick(self.tick.order_id, Quantity(5, 'MC')) def test_is_valid(self): self.assertTrue(self.order.is_valid()) self.assertFalse(self.order2.is_valid()) def test_status(self): """ Test the status of an order """ self.order._verified = False self.assertEqual(self.order.status, "unverified") self.order.set_verified() self.assertEqual(self.order.status, "open") self.order._timeout = Timeout(0) self.assertEqual(self.order.status, "expired") self.order._traded_quantity = self.order.total_quantity self.assertEqual(self.order.status, "completed") self.order._cancelled = True self.assertEqual(self.order.status, "cancelled") def test_to_dict(self): """ Test the conversion of an order to a dictionary """ self.assertEqual(self.order.to_dictionary(), { "trader_id": "0", "cancelled": False, "completed_timestamp": None, "is_ask": False, "order_number": 3, "price": 100.0, "price_type": "BTC", "quantity": 30.0, "quantity_type": "MC", "reserved_quantity": 0.0, "traded_quantity": 0.0, "status": "open", "timeout": 5000.0, "timestamp": float(self.order_timestamp) })