def test_to_dict_returns_expected_dict(self):
# Arrange
order = Order(price=10, size=5, side=OrderSide.BUY, id="1")
delta = OrderBookDelta(
instrument_id=AUDUSD,
book_type=BookType.L2_MBP,
action=BookAction.ADD,
order=order,
ts_event=0,
ts_init=0,
)
# Act
result = OrderBookDelta.to_dict(delta)
# Assert
assert result == {
"type": "OrderBookDelta",
"instrument_id": "AUD/USD.SIM",
"book_type": "L2_MBP",
"action": "ADD",
"order_id": "1",
"order_price": 10.0,
"order_side": "BUY",
"order_size": 5.0,
"update_id": 0,
"ts_event": 0,
"ts_init": 0,
}
def test_from_dict_returns_expected_clear(self):
# Arrange
delta = OrderBookDelta(
instrument_id=AUDUSD,
book_type=BookType.L2_MBP,
action=BookAction.CLEAR,
order=None,
ts_event=0,
ts_init=0,
)
# Act
result = OrderBookDelta.from_dict(OrderBookDelta.to_dict(delta))
# Assert
assert result == delta
def test_from_dict_returns_expected_delta(self):
# Arrange
order = Order(price=10, size=5, side=OrderSide.BUY)
delta = OrderBookDelta(
instrument_id=AUDUSD,
book_type=BookType.L2_MBP,
action=BookAction.ADD,
order=order,
ts_event=0,
ts_init=0,
)
# Act
result = OrderBookDelta.from_dict(OrderBookDelta.to_dict(delta))
# Assert
assert result == delta
def to_dict(obj) -> Dict:
values = OrderBookDelta.to_dict(obj)
values["type"] = obj.__class__.__name__
return values
def _parse_delta(delta: OrderBookDelta, cls):
return dict(**OrderBookDelta.to_dict(delta), _type=cls.__name__)
