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, 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)
class TickEntryTestSuite(unittest.TestCase):
"""TickEntry test cases."""
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 test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('30.000000 MC\t@\t63400.000000 BTC',
str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_quantity_setter(self):
# Test for quantity setter
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.tick_entry.quantity = Quantity(15, 'MC')
self.assertEquals(Quantity(15, 'MC'), self.tick_entry.quantity)
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 insert_tick(self, tick):
"""
:param tick: The tick to insert
:type tick: Tick
"""
if (tick.assets.second.asset_id, tick.assets.first.asset_id) not in self._price_level_list_map:
self._price_level_list_map[(tick.assets.second.asset_id, tick.assets.first.asset_id)] = PriceLevelList()
self._depth[(tick.assets.second.asset_id, tick.assets.first.asset_id)] = 0
if not self._price_level_exists(tick.price): # First tick for that price
self._create_price_level(tick.price)
tick_entry = TickEntry(tick, self._price_map[tick.price])
self.get_price_level(tick.price).append_tick(tick_entry)
self._tick_map[tick.order_id] = tick_entry
def insert_tick(self, tick):
"""
:param tick: The tick to insert
:type tick: Tick
"""
assert isinstance(tick, Tick), type(tick)
if (tick.price.wallet_id, tick.quantity.wallet_id) not in self._price_level_list_map:
self._price_level_list_map[(tick.price.wallet_id, tick.quantity.wallet_id)] = PriceLevelList()
self._depth[(tick.price.wallet_id, tick.quantity.wallet_id)] = 0
if not self._price_level_exists(tick.price): # First tick for that price
self._create_price_level(tick.price, tick.quantity.wallet_id)
tick_entry = TickEntry(tick, self._price_map[tick.price])
self.get_price_level(tick.price).append_tick(tick_entry)
self._tick_map[tick.order_id] = tick_entry
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@blocking_call_on_reactor_thread
@inlineCallbacks
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)
@blocking_call_on_reactor_thread
@inlineCallbacks
def tearDown(self, annotate=True):
self.tick_entry.cancel_all_pending_tasks()
self.tick_entry2.cancel_all_pending_tasks()
yield super(TickEntryTestSuite, self).tearDown(annotate=annotate)
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('30.000000 MC\t@\t63400.000000 BTC',
str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_quantity_setter(self):
# Test for quantity setter
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.tick_entry.quantity = Quantity(15, 'MC')
self.assertEquals(Quantity(15, 'MC'), self.tick_entry.quantity)
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(
OrderId(TraderId("abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(
OrderId(TraderId("abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@inlineCallbacks
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)
@inlineCallbacks
def tearDown(self):
self.tick_entry.shutdown_task_manager()
self.tick_entry2.shutdown_task_manager()
yield super(TickEntryTestSuite, self).tearDown()
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('60 BTC\t@\t0.5 MB (R: 0)', str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(
OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(
OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
class TickEntryTestSuite(AbstractServer):
"""TickEntry test cases."""
@inlineCallbacks
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)
@inlineCallbacks
def tearDown(self):
self.tick_entry.shutdown_task_manager()
self.tick_entry2.shutdown_task_manager()
yield super(TickEntryTestSuite, self).tearDown()
def test_price_level(self):
self.assertEquals(self.price_level, self.tick_entry.price_level())
def test_next_tick(self):
# Test for next tick
self.assertEquals(None, self.tick_entry.next_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry2, self.tick_entry.next_tick)
def test_prev_tick(self):
# Test for previous tick
self.assertEquals(None, self.tick_entry.prev_tick)
self.price_level.append_tick(self.tick_entry)
self.price_level.append_tick(self.tick_entry2)
self.assertEquals(self.tick_entry, self.tick_entry2.prev_tick)
def test_str(self):
# Test for tick string representation
self.assertEquals('60 BTC\t@\t0.5 MB (R: 0)', str(self.tick_entry))
def test_is_valid(self):
# Test for is valid
self.assertFalse(self.tick_entry.is_valid())
self.assertTrue(self.tick_entry2.is_valid())
def test_block_for_matching(self):
"""
Test blocking of a match
"""
self.tick_entry.block_for_matching(OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)
# Try to add it again - should be ignored
self.tick_entry.block_for_matching(OrderId(TraderId(b"abc"), OrderNumber(3)))
self.assertEqual(len(self.tick_entry._blocked_for_matching), 1)