def test_update():
level = Level(price=10.0)
order = Order(price=10.0, size=100.0, side=OrderSide.BUY)
level.add(order)
assert level.volume() == 100.0
order.update_size(size=50.0)
level.update(order=order)
assert level.volume() == 50.0
def test_level_comparison():
level1 = Level(price=10.0)
level2 = Level(price=11.0)
level1.add(Order(price=10.0, size=0.0, side=OrderSide.BUY))
level2.add(Order(price=11.0, size=0.0, side=OrderSide.BUY))
assert level2 >= level1
assert level1 < level2
assert level1 != level2
def test_delete_order():
level = Level(price=100.0)
orders = [
Order(price=100.0, size=50.0, side=OrderSide.BUY, id="1"),
Order(price=100.0, size=50.0, side=OrderSide.BUY, id="2"),
]
level.bulk_add(orders=orders)
level.delete(order=orders[1])
assert level.volume() == 50.0
def test_update():
order = Order(price=10, volume=100, side=OrderSide.BUY)
level = Level(orders=[order])
assert level.volume() == 100
order.update_volume(volume=50)
level.update(order=order)
assert level.volume() == 50
def empty_level():
return Level()
def test_level_repr():
level = Level(price=10.0)
level.add(Order(price=10.0, size=0.0, side=OrderSide.BUY, id="1"))
expected = "Level(price=10.0, orders=[Order(10.0, 0.0, BUY, 1)])"
assert str(level) == expected
def test_zero_volume_level():
level = Level(price=10.0)
level.bulk_add(orders=[Order(price=10.0, size=0.0, side=OrderSide.BUY)])
assert level.volume() == 0.0
def test_add():
level = Level(price=10.0)
order = Order(price=10.0, size=100.0, side=OrderSide.BUY, id="1")
level.add(order=order)
assert len(level.orders) == 1
def test_init():
level = Level(price=10.0)
assert len(level.orders) == 0