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 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 setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
Price(800, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.side = Side()
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(120, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.side = Side()
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
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 setUp(self, annotate=True):
yield super(TickEntryTestSuite, self).setUp(annotate=annotate)
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(10, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(30),
self.timestamp_now, True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
tick2 = Tick(
OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(30, 'MC'),
Quantity(30, 'BTC'), Timeout(float("inf")),
Timestamp(float("inf")), True)
self.price_level = PriceLevel('MC')
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(
self.order1,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.database.add_tick(ask)
bid = Tick.from_order(
self.order2,
MessageId(TraderId('0'), MessageNumber('message_number')))
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_from_order_ask(self):
# Test for from order
ask = Tick.from_order(self.order_ask)
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.quantity, ask.quantity)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
def get_ticks(self):
"""
Get all ticks present in the database.
"""
return [
Tick.from_database(db_tick)
for db_tick in self.execute(u"SELECT * FROM ticks")
]
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(self.order_bid)
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.quantity, bid.quantity)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(self.order_bid)
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.assets, bid.assets)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(self.order_ask)
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.assets, ask.assets)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(
self.order_ask,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.quantity, ask.quantity)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
self.assertEqual(self.tick2.message_id, ask.message_id)
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(
self.order_bid,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.quantity, bid.quantity)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
self.assertEqual(self.tick2.message_id, bid.message_id)
class TickTestSuite(unittest.TestCase):
"""
This class contains tests for the Tick object.
"""
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)), Price(63400, 'BTC'),
Quantity(30, 'MC'), Timeout(30), self.timestamp_now, True, 'a',
'b')
self.tick2 = Tick(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(2)), Price(63400, 'BTC'),
Quantity(30, 'MC'), Timeout(0.0), Timestamp(0.0), False, 'a', 'b')
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
def test_is_ask(self):
# Test 'is ask' function
self.assertTrue(self.tick.is_ask())
self.assertFalse(self.tick2.is_ask())
def test_is_valid(self):
# Test for is valid
self.assertTrue(self.tick.is_valid())
self.assertFalse(self.tick2.is_valid())
def test_signature(self):
"""
Test signing a tick
"""
eccrypto = ECCrypto()
keypair = eccrypto.generate_key(u"curve25519")
sign_member = MockObject()
sign_member.public_key = eccrypto.key_to_bin(keypair.pub())
sign_member.private_key = keypair
self.tick.sign(sign_member)
self.assertFalse(self.tick.has_valid_signature()
) # Trader ID does not match public key
self.tick._order_id = OrderId(
TraderId(
hashlib.sha1(sign_member.public_key).digest().encode('hex')),
OrderNumber(1))
self.assertTrue(self.tick.has_valid_signature())
self.tick._signature = 'a' * 64
self.assertFalse(self.tick.has_valid_signature())
def test_update_timestamp(self):
"""
Test the update_timestamp method of a Tick object
"""
self.tick.update_timestamp()
self.assertGreater(float(self.tick.timestamp),
float(self.timestamp_now))
def test_to_network(self):
# Test for to network
self.assertEquals(
(TraderId('0'), MessageNumber('message_number'), OrderNumber(1),
Price(63400, 'BTC'), Quantity(
30, 'MC'), self.tick.timeout, self.tick.timestamp, 'a', 'b'),
self.tick.to_network())
def test_quantity_setter(self):
# Test for quantity setter
self.tick.quantity = Quantity(60, 'MC')
self.assertEqual(Quantity(60, 'MC'), self.tick.quantity)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(
self.order_ask,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.quantity, ask.quantity)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
self.assertEqual(self.tick2.message_id, ask.message_id)
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(
self.order_bid,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.quantity, bid.quantity)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
self.assertEqual(self.tick2.message_id, bid.message_id)
def test_to_dictionary(self):
"""
Test the to dictionary method of a tick
"""
self.assertDictEqual(
self.tick.to_dictionary(), {
"trader_id": '0',
"message_id": "0.message_number",
"order_number": 1,
"price": 63400.0,
"price_type": "BTC",
"quantity": 30.0,
"quantity_type": "MC",
"timeout": 30.0,
"timestamp": float(self.timestamp_now),
})
def get_ticks(self):
"""
Get all ticks present in the database.
"""
return [Tick.from_database(db_tick) for db_tick in self.execute(u"SELECT * FROM ticks")]
class TickTestSuite(unittest.TestCase):
"""
This class contains tests for the Tick object.
"""
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(30),
self.timestamp_now, True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
def test_is_ask(self):
# Test 'is ask' function
self.assertTrue(self.tick.is_ask())
self.assertFalse(self.tick2.is_ask())
def test_to_network(self):
# Test for to network
self.assertEquals(
(MessageId(TraderId('0'), MessageNumber(1)), self.tick.timestamp,
OrderNumber(1), Price(63400, 'BTC'), Quantity(
30, 'MC'), self.tick.timeout),
self.tick.to_network(MessageId(TraderId('0'), MessageNumber(1))))
def test_quantity_setter(self):
# Test for quantity setter
self.tick.quantity = Quantity(60, 'MC')
self.assertEqual(Quantity(60, 'MC'), self.tick.quantity)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(self.order_ask)
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.quantity, ask.quantity)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(self.order_bid)
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.quantity, bid.quantity)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
def test_to_dictionary(self):
"""
Test the to dictionary method of a tick
"""
self.assertDictEqual(
self.tick.to_dictionary(), {
"trader_id": '0',
"order_number": 1,
"price": 63400.0,
"price_type": "BTC",
"quantity": 30.0,
"quantity_type": "MC",
"timeout": 30.0,
"timestamp": float(self.timestamp_now),
"block_hash": ('0' * 32).encode('hex')
})
class TickTestSuite(unittest.TestCase):
"""
This class contains tests for the Tick object.
"""
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
def test_is_ask(self):
# Test 'is ask' function
self.assertTrue(self.tick.is_ask())
self.assertFalse(self.tick2.is_ask())
def test_to_network(self):
# Test for to network
self.assertEquals(
(TraderId('0'), self.tick.timestamp, OrderNumber(1),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(
30, 'MB')), self.tick.timeout, 0), self.tick.to_network())
def test_traded_setter(self):
# Test for traded setter
self.tick.traded = 10
self.assertEqual(10, self.tick.traded)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(self.order_ask)
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.assets, ask.assets)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(self.order_bid)
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.assets, bid.assets)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_to_dictionary(self):
"""
Test the to dictionary method of a tick
"""
self.assertDictEqual(
self.tick.to_dictionary(), {
"trader_id": '0',
"order_number": 1,
"assets": self.tick.assets.to_dictionary(),
"timeout": 30,
"timestamp": 0.0,
"traded": 0,
"block_hash": ('0' * 32).encode('hex')
})
class TickTestSuite(unittest.TestCase):
"""
This class contains tests for the Tick object.
"""
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
def test_is_ask(self):
# Test 'is ask' function
self.assertTrue(self.tick.is_ask())
self.assertFalse(self.tick2.is_ask())
def test_to_network(self):
# Test for to network
self.assertEquals((TraderId('0'), self.tick.timestamp, OrderNumber(1),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), self.tick.timeout, 0),
self.tick.to_network())
def test_traded_setter(self):
# Test for traded setter
self.tick.traded = 10
self.assertEqual(10, self.tick.traded)
def test_from_order_ask(self):
# Test for from order
ask = Tick.from_order(self.order_ask)
self.assertIsInstance(ask, Ask)
self.assertEqual(self.tick2.price, ask.price)
self.assertEqual(self.tick2.assets, ask.assets)
self.assertEqual(self.tick2.timestamp, ask.timestamp)
self.assertEqual(self.tick2.order_id, ask.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_from_order_bid(self):
# Test for from order
bid = Tick.from_order(self.order_bid)
self.assertIsInstance(bid, Bid)
self.assertEqual(self.tick2.price, bid.price)
self.assertEqual(self.tick2.assets, bid.assets)
self.assertEqual(self.tick2.timestamp, bid.timestamp)
self.assertEqual(self.tick2.order_id, bid.order_id)
self.assertEqual(self.tick2.traded, 0)
def test_to_dictionary(self):
"""
Test the to dictionary method of a tick
"""
self.assertDictEqual(self.tick.to_dictionary(), {
"trader_id": '0',
"order_number": 1,
"assets": self.tick.assets.to_dictionary(),
"timeout": 30,
"timestamp": 0.0,
"traded": 0,
"block_hash": ('0' * 32).encode('hex')
})
