Exemple #1
0
 def event_order_cancelled(order) -> OrderCancelled:
     return OrderCancelled(
         TestStubs.account_id(),
         order.client_order_id,
         order.venue_order_id,
         0,
         uuid4(),
         0,
     )
Exemple #2
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 def event_order_cancelled(order) -> OrderCancelled:
     return OrderCancelled(
         TestStubs.account_id(),
         order.cl_ord_id,
         OrderId("1"),
         UNIX_EPOCH,
         uuid4(),
         UNIX_EPOCH,
     )
Exemple #3
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    def test_can_apply_order_cancelled_event_to_order(self):
        # Arrange
        order = self.order_factory.market(AUDUSD_FXCM, OrderSide.BUY,
                                          Quantity(100000))

        event = OrderCancelled(self.account_id, order.id, UNIX_EPOCH,
                               GUID(uuid.uuid4()), UNIX_EPOCH)

        # Act
        order.apply(event)

        # Assert
        self.assertEqual(OrderState.CANCELLED, order.state)
        self.assertTrue(order.is_completed)
    def test_serialize_and_deserialize_order_cancelled_events(self):
        # Arrange
        event = OrderCancelled(
            self.account_id,
            ClientOrderId("O-123456"),
            OrderId("1"),
            UNIX_EPOCH,
            uuid4(),
            UNIX_EPOCH,
        )

        # Act
        serialized = self.serializer.serialize(event)
        deserialized = self.serializer.deserialize(serialized)

        # Assert
        self.assertEqual(deserialized, event)
Exemple #5
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    def test_serialize_and_deserialize_order_cancelled_events(self):
        # Arrange
        event = OrderCancelled(
            self.account_id,
            ClientOrderId("O-123456"),
            VenueOrderId("1"),
            0,
            uuid4(),
            0,
        )

        # Act
        serialized = self.serializer.serialize(event)
        deserialized = self.serializer.deserialize(serialized)

        # Assert
        assert deserialized == event
Exemple #6
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    def test_order_cancelled(self):
        # Arrange
        uuid = uuid4()
        event = OrderCancelled(
            account_id=AccountId("SIM", "000"),
            cl_ord_id=ClientOrderId("O-2020872378423"),
            order_id=OrderId("123456"),
            cancelled_time=UNIX_EPOCH,
            event_id=uuid,
            event_timestamp=UNIX_EPOCH,
        )

        # Act
        self.assertEqual(f"OrderCancelled(account_id=SIM-000, cl_ord_id=O-2020872378423, "
                         f"order_id=123456, event_id={uuid})", str(event))
        self.assertEqual(f"OrderCancelled(account_id=SIM-000, cl_ord_id=O-2020872378423, "
                         f"order_id=123456, event_id={uuid})", repr(event))
Exemple #7
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    def test_order_cancelled(self):
        # Arrange
        uuid = uuid4()
        event = OrderCancelled(
            account_id=AccountId("SIM", "000"),
            client_order_id=ClientOrderId("O-2020872378423"),
            venue_order_id=VenueOrderId("123456"),
            cancelled_ns=0,
            event_id=uuid,
            timestamp_ns=0,
        )

        # Act
        assert (
            f"OrderCancelled(account_id=SIM-000, client_order_id=O-2020872378423, "
            f"venue_order_id=123456, event_id={uuid})" == str(event))
        assert (
            f"OrderCancelled(account_id=SIM-000, client_order_id=O-2020872378423, "
            f"venue_order_id=123456, event_id={uuid})" == repr(event))