def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
mocked_match_message = MockObject()
mocked_match_message.payload = MockObject()
mocked_match_message.payload.matchmaker_trader_id = 'a'
self.market_community.incoming_match_messages[
'a'] = mocked_match_message
def mocked_send_decline(*_):
mocked_send_decline.called = True
mocked_send_decline.called = False
self.market_community.send_decline_match_message = mocked_send_decline
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade, 'a')
cache.on_timeout()
self.assertTrue(mocked_send_decline.called)
def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade)
cache.on_timeout()
self.assertEqual(len(self.market_community.order_book.asks), 0)
class CommunityTestSuite(AbstractTestCommunity):
"""Community test cases."""
@blocking_call_on_reactor_thread
@inlineCallbacks
def setUp(self, annotate=True):
yield super(CommunityTestSuite, self).setUp(annotate=annotate)
dummy1_wallet = DummyWallet1()
dummy2_wallet = DummyWallet2()
self.market_community = MarketCommunity(self.dispersy,
self.master_member,
self.member)
self.market_community.initialize(wallets={
dummy1_wallet.get_identifier():
dummy1_wallet,
dummy2_wallet.get_identifier():
dummy2_wallet
},
use_database=False)
self.market_community.use_local_address = True
self.dispersy._lan_address = ("127.0.0.1", 1234)
self.dispersy._endpoint.open(self.dispersy)
self.dispersy.attach_community(self.market_community)
eccrypto = ECCrypto()
ec = eccrypto.generate_key(u"curve25519")
member = Member(self.dispersy, ec, 1)
trader_id = hashlib.sha1(member.public_key).digest().encode('hex')
self.ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1234)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
self.ask.sign(member)
self.bid = Bid(
MessageId(TraderId('1'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1235)),
Price(343, 'DUM1'), Quantity(22, 'DUM2'), Timeout(3600),
Timestamp.now())
self.bid.sign(member)
self.order = Order(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(23)),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timestamp.now())
@blocking_call_on_reactor_thread
def test_get_master_members(self):
"""
Test retrieval of the master members of the Market community
"""
self.assertTrue(MarketCommunity.get_master_members(self.dispersy))
@blocking_call_on_reactor_thread
def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade)
cache.on_timeout()
self.assertEqual(len(self.market_community.order_book.asks), 0)
def get_tick_message(self, tick):
meta = self.market_community.get_meta_message(
u"ask" if isinstance(tick, Ask) else u"bid")
return meta.impl(
authentication=(self.market_community.my_member, ),
distribution=(self.market_community.claim_global_time(), ),
payload=tick.to_network() + (Ttl.default(), "127.0.0.1", 1234))
def get_offer_sync(self, tick):
meta = self.market_community.get_meta_message(u"offer-sync")
candidate = Candidate(
self.market_community.lookup_ip(TraderId(
self.market_community.mid)), False)
return meta.impl(
authentication=(self.market_community.my_member, ),
distribution=(self.market_community.claim_global_time(), ),
destination=(candidate, ),
payload=tick.to_network() + (Ttl(1), ) + ("127.0.0.1", 1234) +
(isinstance(tick, Ask), ))
@blocking_call_on_reactor_thread
def test_verify_offer_creation(self):
"""
Test creation of an offer in the community
"""
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(3, 'MC'), 'ABC', Quantity(4, 'BTC'), 'ABC')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(3, 'MC'), 'ABC', Quantity(4, 'BTC'), 'MC')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(1, 'DUM1'), 'DUM1', Quantity(1, 'BTC'), 'BTC')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(0.1, 'DUM1'), 'DUM1', Quantity(1,
'DUM2'), 'DUM2')
self.assertRaises(RuntimeError,
self.market_community.verify_offer_creation,
Price(1, 'DUM1'), 'DUM1', Quantity(0.1,
'DUM2'), 'DUM2')
@blocking_call_on_reactor_thread
def test_check_message(self):
"""
Test the general check of the validity of a message in the market community
"""
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
proposed_trade_msg = self.get_proposed_trade_msg()
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, Message.Implementation) for msg in
self.market_community.check_message([proposed_trade_msg])
]
self.market_community.timeline.check = lambda _: (False, None)
[
self.assertIsInstance(msg, DelayMessageByProof) for msg in
self.market_community.check_message([proposed_trade_msg])
]
@blocking_call_on_reactor_thread
def test_check_tick_message(self):
"""
Test the general check of the validity of a tick message in the market community
"""
self.ask._signature = EMPTY_SIG
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_tick_message(
[self.get_tick_message(self.ask)])
]
self.market_community.timeline.check = lambda _: (False, None)
[
self.assertIsInstance(msg, DelayMessageByProof)
for msg in self.market_community.check_tick_message(
[self.get_tick_message(self.ask)])
]
self.market_community.timeline.check = lambda _: (True, None)
self.ask.order_id._trader_id = TraderId(self.market_community.mid)
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_tick_message(
[self.get_tick_message(self.ask)])
]
@blocking_call_on_reactor_thread
def test_check_trade_message(self):
"""
Test the general check of the validity of a trade message in the market community
"""
self.proposed_trade.recipient_order_id._trader_id = TraderId("abcdef")
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.update_ip(TraderId("abcdef"), ('2.2.2.2', 2))
self.market_community.timeline.check = lambda _: (False, None)
[
self.assertIsInstance(msg, DelayMessageByProof)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
self.proposed_trade.recipient_order_id._trader_id = TraderId(
self.market_community.mid)
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, DropMessage)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.timeline.check = lambda _: (True, None)
[
self.assertIsInstance(msg, Message.Implementation)
for msg in self.market_community.check_trade_message(
[self.get_proposed_trade_msg()])
]
@blocking_call_on_reactor_thread
def test_send_offer_sync(self):
"""
Test sending an offer sync
"""
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.update_ip(TraderId('1'), ("127.0.0.1", 1234))
self.market_community.update_ip(self.ask.order_id.trader_id,
("127.0.0.1", 1234))
candidate = WalkCandidate(("127.0.0.1", 1234), False,
("127.0.0.1", 1234), ("127.0.0.1", 1234),
u"public")
self.assertTrue(
self.market_community.send_offer_sync(candidate, self.ask))
@blocking_call_on_reactor_thread
def test_send_proposed_trade(self):
"""
Test sending a proposed trade
"""
self.market_community.update_ip(TraderId(self.market_community.mid),
('127.0.0.1', 1234))
self.assertEqual(
self.market_community.send_proposed_trade_messages(
[self.proposed_trade]), [True])
@blocking_call_on_reactor_thread
def test_send_counter_trade(self):
"""
Test sending a counter trade
"""
self.market_community.update_ip(TraderId('b'), ('127.0.0.1', 1234))
counter_trade = CounterTrade(
MessageId(TraderId('a'), MessageNumber('2')), self.order.order_id,
OrderId(TraderId('b'), OrderNumber(3)), 1235, Price(3, 'MC'),
Quantity(4, 'BTC'), Timestamp.now())
self.market_community.send_counter_trade(counter_trade)
@blocking_call_on_reactor_thread
def test_start_transaction(self):
"""
Test the start transaction method
"""
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.start_transaction(self.proposed_trade)
self.assertEqual(
len(self.market_community.transaction_manager.find_all()), 1)
@blocking_call_on_reactor_thread
def test_create_intro_request(self):
"""
Test the creation of an introduction request
"""
self.market_community.order_book.insert_ask(self.ask)
self.market_community.order_book.insert_bid(self.bid)
candidate = WalkCandidate(("127.0.0.1", 1234), False,
("127.0.0.1", 1234), ("127.0.0.1", 1234),
u"public")
request = self.market_community.create_introduction_request(
candidate, True)
self.assertTrue(request)
self.assertTrue(request.payload.orders_bloom_filter)
@blocking_call_on_reactor_thread
def test_on_introduction_request(self):
"""
Test that when we receive an intro request with a orders bloom filter, we send an order sync back
"""
def on_send_offer_sync(_, tick):
self.assertIsInstance(tick, Tick)
on_send_offer_sync.called = True
on_send_offer_sync.called = False
candidate = WalkCandidate(("127.0.0.1", 1234), False,
("127.0.0.1", 1234), ("127.0.0.1", 1234),
u"public")
candidate.associate(self.market_community.my_member)
payload = self.market_community.create_introduction_request(
candidate, True).payload
self.market_community.order_book.insert_ask(self.ask)
self.market_community.order_book.insert_bid(self.bid)
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.update_ip(TraderId('1'), ("127.0.0.1", 1234))
self.market_community.send_offer_sync = on_send_offer_sync
message = MockObject()
message.payload = payload
message.candidate = candidate
self.market_community.on_introduction_request([message])
self.assertTrue(on_send_offer_sync.called)
@blocking_call_on_reactor_thread
def test_lookup_ip(self):
# Test for lookup ip
self.market_community.update_ip(TraderId('0'), ("1.1.1.1", 0))
self.assertEquals(("1.1.1.1", 0),
self.market_community.lookup_ip(TraderId('0')))
@blocking_call_on_reactor_thread
def test_get_wallet_address(self):
"""
Test the retrieval of a wallet address
"""
self.assertRaises(ValueError, self.market_community.get_wallet_address,
'ABCD')
self.assertTrue(self.market_community.get_wallet_address('DUM1'))
@blocking_call_on_reactor_thread
def test_create_ask(self):
# Test for create ask
self.assertRaises(RuntimeError, self.market_community.create_ask, 20,
'DUM2', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_ask, 20,
'NOTEXIST', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_ask, 20,
'DUM2', 100, 'NOTEXIST', 0.0)
self.assertTrue(
self.market_community.create_ask(20, 'DUM1', 100, 'DUM2', 3600))
self.assertEquals(1, len(self.market_community.order_book._asks))
self.assertEquals(0, len(self.market_community.order_book._bids))
@blocking_call_on_reactor_thread
def test_on_tick(self):
"""
Test whether a tick is inserted in the order book when we receive one
"""
self.market_community.on_tick(
[self.get_tick_message(self.ask),
self.get_tick_message(self.bid)])
self.assertEquals(1, len(self.market_community.order_book.asks))
self.assertEquals(1, len(self.market_community.order_book.bids))
# Update the timestamp of the ticks
ask_timestamp = float(self.ask.timestamp)
self.ask.update_timestamp()
self.market_community.on_tick([self.get_tick_message(self.ask)])
self.assertEquals(1, len(self.market_community.order_book.asks))
new_timestamp = self.market_community.order_book.get_tick(
self.ask.order_id).tick.timestamp
self.assertGreater(new_timestamp, ask_timestamp)
@blocking_call_on_reactor_thread
def test_create_bid(self):
# Test for create bid
self.assertRaises(RuntimeError, self.market_community.create_bid, 20,
'DUM2', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_bid, 20,
'NOTEXIST', 100, 'DUM2', 0.0)
self.assertRaises(RuntimeError, self.market_community.create_bid, 20,
'DUM2', 100, 'NOTEXIST', 0.0)
self.assertTrue(
self.market_community.create_bid(20, 'DUM1', 100, 'DUM2', 3600))
self.assertEquals(0, len(self.market_community.order_book.asks))
self.assertEquals(1, len(self.market_community.order_book.bids))
def get_proposed_trade_msg(self):
destination, payload = self.proposed_trade.to_network()
payload += ("127.0.0.1", 1234)
candidate = Candidate(self.market_community.lookup_ip(destination),
False)
meta = self.market_community.get_meta_message(u"proposed-trade")
message = meta.impl(
authentication=(self.market_community.my_member, ),
distribution=(self.market_community.claim_global_time(), ),
destination=(candidate, ),
payload=payload)
return message
@blocking_call_on_reactor_thread
def test_on_proposed_trade_accept(self):
"""
Test whether we accept a trade when we receive a correct proposed trade message
"""
def mocked_start_transaction(*_):
mocked_start_transaction.called = True
mocked_start_transaction.called = False
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.start_transaction = mocked_start_transaction
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.on_proposed_trade(
[self.get_proposed_trade_msg()])
self.assertTrue(mocked_start_transaction.called)
@blocking_call_on_reactor_thread
def test_on_proposed_trade_decline(self):
"""
Test whether we decline a trade when we receive an invalid proposed trade message
"""
def mocked_send_decline_trade(*_):
mocked_send_decline_trade.called = True
mocked_send_decline_trade.called = False
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.send_declined_trade = mocked_send_decline_trade
self.market_community.order_manager.order_repository.add(self.order)
self.proposed_trade._price = Price(900, 'DUM1')
self.market_community.on_proposed_trade(
[self.get_proposed_trade_msg()])
self.assertTrue(mocked_send_decline_trade.called)
@blocking_call_on_reactor_thread
def test_on_proposed_trade_counter(self):
"""
Test whether we send a counter trade when we receive a proposed trade message
"""
def mocked_send_counter_trade(*_):
mocked_send_counter_trade.called = True
mocked_send_counter_trade.called = False
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.send_counter_trade = mocked_send_counter_trade
self.market_community.order_manager.order_repository.add(self.order)
self.proposed_trade._quantity = Quantity(100000, 'DUM2')
self.market_community.on_proposed_trade(
[self.get_proposed_trade_msg()])
self.assertTrue(mocked_send_counter_trade.called)
@blocking_call_on_reactor_thread
def test_on_offer_sync(self):
"""
Test whether the right operations happen when we receive an offer sync
"""
self.assertEqual(len(self.market_community.order_book.asks), 0)
self.assertEqual(len(self.market_community.order_book.bids), 0)
self.market_community.update_ip(TraderId(self.market_community.mid),
('2.2.2.2', 2))
self.market_community.on_offer_sync([self.get_offer_sync(self.ask)])
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_book.remove_tick(self.ask.order_id)
self.market_community.on_offer_sync([self.get_offer_sync(self.bid)])
self.assertEqual(len(self.market_community.order_book.bids), 1)
@blocking_call_on_reactor_thread
def test_compute_reputation(self):
"""
Test the compute_reputation method
"""
self.market_community.tradechain_community = MockObject()
self.market_community.tradechain_community.persistence = MockObject()
self.market_community.tradechain_community.persistence.get_all_blocks = lambda: [
]
self.market_community.compute_reputation()
self.assertFalse(self.market_community.reputation_dict)
@blocking_call_on_reactor_thread
def test_abort_transaction(self):
"""
Test aborting a transaction
"""
self.order.reserve_quantity_for_tick(
OrderId(TraderId('0'), OrderNumber(23)), Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.add(self.order)
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.start_transaction(self.proposed_trade)
transaction = self.market_community.transaction_manager.find_all()[0]
self.assertTrue(transaction)
self.assertEqual(self.order.reserved_quantity, Quantity(30, 'DUM2'))
self.market_community.abort_transaction(transaction)
order = self.market_community.order_manager.order_repository.find_by_id(
transaction.order_id)
self.assertEqual(order.reserved_quantity, Quantity(0, 'DUM2'))
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 TestDatabase(AbstractServer):
@inlineCallbacks
def setUp(self):
yield super(TestDatabase, self).setUp()
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir(), 'market')
self.order_id1 = OrderId(TraderId(b'3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId(b'4'), OrderNumber(5))
self.order1 = Order(self.order_id1, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
self.order2.reserve_quantity_for_tick(OrderId(TraderId(b'3'), OrderNumber(4)), 3)
self.transaction_id1 = TransactionId(TraderId(b"0"), TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b"0"), OrderNumber(1)),
OrderId(TraderId(b"1"), OrderNumber(2)), Timestamp(20.0))
self.payment1 = Payment(TraderId(b"0"), self.transaction_id1, AssetAmount(5, 'BTC'),
WalletAddress('abc'), WalletAddress('def'), PaymentId("abc"), Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
def test_add_get_order(self):
"""
Test the insertion and retrieval of an order in the database
"""
self.database.add_order(self.order1)
self.database.add_order(self.order2)
orders = self.database.get_all_orders()
self.assertEqual(len(orders), 2)
def test_get_specific_order(self):
"""
Test the retrieval of a specific order
"""
order_id = OrderId(TraderId(b'3'), OrderNumber(4))
self.assertIsNone(self.database.get_order(order_id))
self.database.add_order(self.order1)
self.assertIsNotNone(self.database.get_order(order_id))
def test_delete_order(self):
"""
Test the deletion of an order from the database
"""
self.database.add_order(self.order1)
self.assertEqual(len(self.database.get_all_orders()), 1)
self.database.delete_order(self.order_id1)
self.assertEqual(len(self.database.get_all_orders()), 0)
def test_get_next_order_number(self):
"""
Test the retrieval of the next order number from the database
"""
self.assertEqual(self.database.get_next_order_number(), 1)
self.database.add_order(self.order1)
self.assertEqual(self.database.get_next_order_number(), 5)
def test_add_delete_reserved_ticks(self):
"""
Test the retrieval, addition and deletion of reserved ticks in the database
"""
self.database.add_reserved_tick(self.order_id1, self.order_id2, self.order1.total_quantity)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)), 1)
self.database.delete_reserved_ticks(self.order_id1)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)), 0)
def test_add_get_transaction(self):
"""
Test the insertion and retrieval of a transaction in the database
"""
self.database.add_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
self.assertEqual(len(self.database.get_payments(self.transaction1.transaction_id)), 1)
def test_insert_or_update_transaction(self):
"""
Test the conditional insertion or update of a transaction in the database
"""
# Test insertion
self.database.insert_or_update_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
# Test try to update with older timestamp
before_trans1 = Transaction(self.transaction1.transaction_id, self.transaction1.assets,
self.transaction1.order_id, self.transaction1.partner_order_id,
Timestamp(float(self.transaction1.timestamp) - 1.0))
self.database.insert_or_update_transaction(before_trans1)
transaction = self.database.get_transaction(self.transaction1.transaction_id)
self.assertEqual(float(transaction.timestamp), float(self.transaction1.timestamp))
# Test update with newer timestamp
after_trans1 = Transaction(self.transaction1.transaction_id, self.transaction1.assets,
self.transaction1.order_id, self.transaction1.partner_order_id,
Timestamp(float(self.transaction1.timestamp) + 1.0))
self.database.insert_or_update_transaction(after_trans1)
transaction = self.database.get_transaction(self.transaction1.transaction_id)
self.assertEqual(float(transaction.timestamp), float(after_trans1.timestamp))
def test_get_specific_transaction(self):
"""
Test the retrieval of a specific transaction
"""
transaction_id = TransactionId(TraderId(b'0'), TransactionNumber(4))
self.assertIsNone(self.database.get_transaction(transaction_id))
self.database.add_transaction(self.transaction1)
self.assertIsNotNone(self.database.get_transaction(transaction_id))
def test_delete_transaction(self):
"""
Test the deletion of a transaction from the database
"""
self.database.add_transaction(self.transaction1)
self.assertEqual(len(self.database.get_all_transactions()), 1)
self.database.delete_transaction(self.transaction_id1)
self.assertEqual(len(self.database.get_all_transactions()), 0)
def test_get_next_transaction_number(self):
"""
Test the retrieval of the next transaction number from the database
"""
self.assertEqual(self.database.get_next_transaction_number(), 1)
self.database.add_transaction(self.transaction1)
self.assertEqual(self.database.get_next_transaction_number(), 5)
def test_add_get_payment(self):
"""
Test the insertion and retrieval of a payment in the database
"""
self.database.add_payment(self.payment1)
payments = self.database.get_payments(self.transaction_id1)
self.assertEqual(len(payments), 1)
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(self.order1)
self.database.add_tick(ask)
bid = Tick.from_order(self.order2)
self.database.add_tick(bid)
self.assertEqual(len(self.database.get_ticks()), 2)
self.database.delete_all_ticks()
self.assertEqual(len(self.database.get_ticks()), 0)
def test_add_get_trader_identity(self):
"""
Test the addition and retrieval of a trader identity in the database
"""
self.database.add_trader_identity(TraderId(b"a"), "123", 1234)
self.database.add_trader_identity(TraderId(b"b"), "124", 1235)
traders = self.database.get_traders()
self.assertEqual(len(traders), 2)
def test_check_database(self):
"""
Test the check of the database
"""
self.assertEqual(self.database.check_database(six.text_type(LATEST_DB_VERSION)), LATEST_DB_VERSION)
def test_get_upgrade_script(self):
"""
Test fetching the upgrade script of the database
"""
self.assertTrue(self.database.get_upgrade_script(1))
def test_db_upgrade(self):
self.database.execute(u"DROP TABLE orders;")
self.database.execute(u"DROP TABLE ticks;")
self.database.execute(u"CREATE TABLE orders(x INTEGER PRIMARY KEY ASC);")
self.database.execute(u"CREATE TABLE ticks(x INTEGER PRIMARY KEY ASC);")
self.assertEqual(self.database.check_database(u"1"), 3)
class TestDatabase(AbstractServer):
@blocking_call_on_reactor_thread
@inlineCallbacks
def setUp(self, annotate=True):
yield super(TestDatabase, self).setUp(annotate=annotate)
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir(), 'market')
self.order_id1 = OrderId(TraderId('3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId('4'), OrderNumber(5))
self.order1 = Order(self.order_id1, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), False)
self.order2.reserve_quantity_for_tick(
OrderId(TraderId('3'), OrderNumber(4)), Quantity(3, 'BTC'))
self.transaction_id1 = TransactionId(TraderId("0"),
TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1,
Price(100, 'BTC'), Quantity(30, 'MC'),
OrderId(TraderId("0"), OrderNumber(1)),
OrderId(TraderId("1"), OrderNumber(2)),
Timestamp(20.0))
self.payment1 = Payment(MessageId(TraderId("0"), MessageNumber(4)),
self.transaction_id1, Quantity(5, 'MC'),
Price(6, 'BTC'), WalletAddress('abc'),
WalletAddress('def'), PaymentId("abc"),
Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
@blocking_call_on_reactor_thread
def test_add_get_order(self):
"""
Test the insertion and retrieval of an order in the database
"""
self.database.add_order(self.order1)
self.database.add_order(self.order2)
orders = self.database.get_all_orders()
self.assertEqual(len(orders), 2)
@blocking_call_on_reactor_thread
def test_get_specific_order(self):
"""
Test the retrieval of a specific order
"""
order_id = OrderId(TraderId('3'), OrderNumber(4))
self.assertIsNone(self.database.get_order(order_id))
self.database.add_order(self.order1)
self.assertIsNotNone(self.database.get_order(order_id))
@blocking_call_on_reactor_thread
def test_delete_order(self):
"""
Test the deletion of an order from the database
"""
self.database.add_order(self.order1)
self.assertEqual(len(self.database.get_all_orders()), 1)
self.database.delete_order(self.order_id1)
self.assertEqual(len(self.database.get_all_orders()), 0)
@blocking_call_on_reactor_thread
def test_get_next_order_number(self):
"""
Test the retrieval of the next order number from the database
"""
self.assertEqual(self.database.get_next_order_number(), 1)
self.database.add_order(self.order1)
self.assertEqual(self.database.get_next_order_number(), 5)
@blocking_call_on_reactor_thread
def test_add_delete_reserved_ticks(self):
"""
Test the retrieval, addition and deletion of reserved ticks in the database
"""
self.database.add_reserved_tick(self.order_id1, self.order_id2,
self.order1.total_quantity)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)),
1)
self.database.delete_reserved_ticks(self.order_id1)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)),
0)
@blocking_call_on_reactor_thread
def test_add_get_transaction(self):
"""
Test the insertion and retrieval of a transaction in the database
"""
self.database.add_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
self.assertEqual(
len(self.database.get_payments(self.transaction1.transaction_id)),
1)
@blocking_call_on_reactor_thread
def test_get_specific_transaction(self):
"""
Test the retrieval of a specific transaction
"""
transaction_id = TransactionId(TraderId('0'), TransactionNumber(4))
self.assertIsNone(self.database.get_transaction(transaction_id))
self.database.add_transaction(self.transaction1)
self.assertIsNotNone(self.database.get_transaction(transaction_id))
@blocking_call_on_reactor_thread
def test_delete_transaction(self):
"""
Test the deletion of a transaction from the database
"""
self.database.add_transaction(self.transaction1)
self.assertEqual(len(self.database.get_all_transactions()), 1)
self.database.delete_transaction(self.transaction_id1)
self.assertEqual(len(self.database.get_all_transactions()), 0)
@blocking_call_on_reactor_thread
def test_get_next_transaction_number(self):
"""
Test the retrieval of the next transaction number from the database
"""
self.assertEqual(self.database.get_next_transaction_number(), 1)
self.database.add_transaction(self.transaction1)
self.assertEqual(self.database.get_next_transaction_number(), 5)
@blocking_call_on_reactor_thread
def test_add_get_payment(self):
"""
Test the insertion and retrieval of a payment in the database
"""
self.database.add_payment(self.payment1)
payments = self.database.get_payments(self.transaction_id1)
self.assertEqual(len(payments), 1)
@blocking_call_on_reactor_thread
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(self.order1)
self.database.add_tick(ask)
bid = Tick.from_order(self.order2)
self.database.add_tick(bid)
self.assertEqual(len(self.database.get_ticks()), 2)
self.database.delete_all_ticks()
self.assertEqual(len(self.database.get_ticks()), 0)
@blocking_call_on_reactor_thread
def test_add_get_trader_identity(self):
"""
Test the addition and retrieval of a trader identity in the database
"""
self.database.add_trader_identity("a", "123", 1234)
self.database.add_trader_identity("b", "124", 1235)
traders = self.database.get_traders()
self.assertEqual(len(traders), 2)
self.assertEqual(traders, [("a", "123", 1234), ("b", "124", 1235)])
@blocking_call_on_reactor_thread
def test_check_database(self):
"""
Test the check of the database
"""
self.assertEqual(
self.database.check_database(unicode(LATEST_DB_VERSION)),
LATEST_DB_VERSION)
@blocking_call_on_reactor_thread
def test_get_upgrade_script(self):
"""
Test fetching the upgrade script of the database
"""
self.assertTrue(self.database.get_upgrade_script(1))
@blocking_call_on_reactor_thread
def test_db_upgrade(self):
self.database.execute(u"DROP TABLE orders;")
self.database.execute(u"DROP TABLE ticks;")
self.database.execute(
u"CREATE TABLE orders(x INTEGER PRIMARY KEY ASC);")
self.database.execute(
u"CREATE TABLE ticks(x INTEGER PRIMARY KEY ASC);")
self.assertEqual(self.database.check_database(u"1"), 2)
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 PriceTimeStrategyTestSuite(AbstractServer):
"""Price time strategy test cases."""
@blocking_call_on_reactor_thread
@inlineCallbacks
def setUp(self, annotate=True):
yield super(PriceTimeStrategyTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask2 = Ask(MessageId(TraderId('1'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(2)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask3 = Ask(MessageId(TraderId('3'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(3)),
Price(200, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask4 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask5 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'A'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.ask6 = Ask(MessageId(TraderId('4'), MessageNumber('1')),
OrderId(TraderId('1'), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'A'), Timeout(100),
Timestamp.now())
self.bid = Bid(MessageId(TraderId('5'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(5)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid2 = Bid(MessageId(TraderId('6'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(6)),
Price(200, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now())
self.bid3 = Bid(MessageId(TraderId('7'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(7)),
Price(50, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.bid4 = Bid(MessageId(TraderId('8'), MessageNumber('2')),
OrderId(TraderId('0'), OrderNumber(8)),
Price(100, 'BTC'), Quantity(200, 'MC'), Timeout(100),
Timestamp.now())
self.ask_order = Order(OrderId(TraderId('9'), OrderNumber(11)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId('9'), OrderNumber(12)),
Price(10, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('9'), OrderNumber(13)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId('9'), OrderNumber(14)),
Price(100, 'BTC'), Quantity(60, 'MC'),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook(MemoryMessageRepository('0'))
self.price_time_strategy = PriceTimeStrategy(self.order_book)
@blocking_call_on_reactor_thread
@inlineCallbacks
def tearDown(self, annotate=True):
self.order_book.cancel_all_pending_tasks()
yield super(PriceTimeStrategyTestSuite,
self).tearDown(annotate=annotate)
def test_empty_match_order(self):
# Test for match order with an empty order book
self.assertEquals([],
self.price_time_strategy.match_order(self.bid_order))
self.assertEquals([],
self.price_time_strategy.match_order(self.ask_order))
def test_match_order_other_price(self):
"""
Test whether two ticks with different price types are not matched
"""
self.order_book.insert_ask(self.ask5)
self.assertEqual([],
self.price_time_strategy.match_order(self.bid_order))
def test_match_order_other_quantity(self):
"""
Test whether two ticks with different quantity types are not matched
"""
self.order_book.insert_ask(self.ask6)
self.assertEqual([],
self.price_time_strategy.match_order(self.bid_order))
def test_match_order_ask(self):
# Test for match order
self.order_book.insert_bid(self.bid)
proposed_trades = self.price_time_strategy.match_order(self.ask_order)
self.assertEquals(1, len(proposed_trades))
self.assertEquals(Price(100, 'BTC'), proposed_trades[0].price)
self.assertEquals(Quantity(30, 'MC'), proposed_trades[0].quantity)
def test_match_order_bid(self):
# Test for match order
self.order_book.insert_ask(self.ask)
proposed_trades = self.price_time_strategy.match_order(self.bid_order)
self.assertEquals(1, len(proposed_trades))
self.assertEquals(Price(100, 'BTC'), proposed_trades[0].price)
self.assertEquals(Quantity(30, 'MC'), proposed_trades[0].quantity)
def test_match_order_divided(self):
# Test for match order divided over two ticks
self.order_book.insert_ask(self.ask)
self.order_book.insert_ask(self.ask2)
proposed_trades = self.price_time_strategy.match_order(self.bid_order2)
self.assertEquals(2, len(proposed_trades))
self.assertEquals(Price(100, 'BTC'), proposed_trades[0].price)
self.assertEquals(Quantity(30, 'MC'), proposed_trades[0].quantity)
self.assertEquals(Price(100, 'BTC'), proposed_trades[1].price)
self.assertEquals(Quantity(30, 'MC'), proposed_trades[1].quantity)
def test_match_order_partial_ask(self):
"""
Test partial matching of a bid order with the matching engine
"""
self.ask._quantity = Quantity(20, 'MC')
self.order_book.insert_ask(self.ask)
proposed_trades = self.price_time_strategy.match_order(self.bid_order2)
self.assertEquals(1, len(proposed_trades))
def test_match_order_partial_bid(self):
"""
Test partial matching of an ask order with the matching engine
"""
self.bid._quantity = Quantity(20, 'MC')
self.order_book.insert_bid(self.bid)
proposed_trades = self.price_time_strategy.match_order(self.ask_order2)
self.assertEquals(1, len(proposed_trades))
def test_match_order_different_price_level(self):
# Test for match order given an ask order and bid in different price levels
self.order_book.insert_bid(self.bid2)
proposed_trades = self.price_time_strategy.match_order(self.ask_order)
self.assertEquals(1, len(proposed_trades))
self.assertEquals(Price(200, 'BTC'), proposed_trades[0].price)
self.assertEquals(Quantity(30, 'MC'), proposed_trades[0].quantity)
def test_search_for_quantity_in_order_book_partial_ask_low(self):
# Test for protected search for quantity in order book partial ask when price is too low
self.order_book.insert_bid(self.bid)
self.order_book.insert_bid(self.bid2)
self.order_book.insert_bid(self.bid3)
self.order_book.insert_bid(self.bid4)
quantity_to_trade, proposed_trades = self.price_time_strategy._search_for_quantity_in_order_book_partial_ask(
Price(100, 'BTC'), Quantity(30, 'MC'), [], self.ask_order2)
self.assertEquals(1, len(proposed_trades))
self.assertEquals(Quantity(0, 'MC'), quantity_to_trade)
def test_search_for_quantity_in_order_book_partial_ask(self):
# Test for protected search for quantity in order book partial ask
self.order_book.insert_bid(self.bid)
self.order_book.insert_bid(self.bid2)
self.order_book.insert_bid(self.bid3)
self.order_book.insert_bid(self.bid4)
quantity_to_trade, proposed_trades = self.price_time_strategy._search_for_quantity_in_order_book_partial_ask(
Price(100, 'BTC'), Quantity(30, 'MC'), [], self.ask_order)
self.assertEquals(0, len(proposed_trades))
self.assertEquals(Quantity(30, 'MC'), quantity_to_trade)
def test_search_for_quantity_in_order_book_partial_bid_high(self):
# Test for protected search for quantity in order book partial bid when price is too high
self.order_book.insert_ask(self.ask)
self.order_book.insert_ask(self.ask2)
self.order_book.insert_ask(self.ask3)
self.order_book.insert_ask(self.ask4)
quantity_to_trade, proposed_trades = self.price_time_strategy._search_for_quantity_in_order_book_partial_bid(
Price(100, 'BTC'), Quantity(30, 'MC'), [], self.bid_order)
self.assertEquals(0, len(proposed_trades))
self.assertEquals(Quantity(30, 'MC'), quantity_to_trade)
def test_search_for_quantity_in_order_book_partial_bid(self):
# Test for protected search for quantity in order book partial bid
self.order_book.insert_ask(self.ask)
self.order_book.insert_ask(self.ask2)
self.order_book.insert_ask(self.ask3)
self.order_book.insert_ask(self.ask4)
quantity_to_trade, proposed_trades = self.price_time_strategy._search_for_quantity_in_order_book_partial_bid(
Price(50, 'BTC'), Quantity(30, 'MC'), [], self.bid_order)
self.assertEquals(1, len(proposed_trades))
self.assertEquals(Quantity(0, 'MC'), quantity_to_trade)
def test_search_for_quantity_in_price_level(self):
"""
Test searching within a price level
"""
self.bid_order._order_id = self.ask.order_id
self.order_book.insert_ask(self.ask)
self.order_book.insert_ask(self.ask2)
_, trades = self.price_time_strategy._search_for_quantity_in_price_level(
None, Quantity(10, 'MC'), self.bid_order)
self.assertFalse(trades)
_, trades = self.price_time_strategy._search_for_quantity_in_price_level(
self.order_book.get_tick(self.bid_order.order_id),
Quantity(10, 'MC'), self.bid_order)
self.assertFalse(trades)
self.bid_order2.reserve_quantity_for_tick(self.ask2.order_id,
Quantity(60, 'MC'))
_, trades = self.price_time_strategy._search_for_quantity_in_price_level(
self.order_book.get_tick(self.ask2.order_id), Quantity(10, 'MC'),
self.bid_order2)
self.assertFalse(trades)
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, 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)
})
