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.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.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.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.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, 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): 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 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)