def order_book_with_both_offers() -> OrderBook:
"""
Unit fixture
Create new order book and put into new ask and bid offers
"""
order_book = OrderBook()
order_book.asks[0] = {'price': 1, 'quantity': 1}
order_book.bids[0] = {'price': 2, 'quantity': 2}
order_book.offer_id = 2
yield order_book
def order_book_with_bid_offer() -> OrderBook:
"""
Unit fixture
Create new order book and fill it up with new bid offer
:return: new object of OrderBook
:rtype: OrderBook
"""
order_book = OrderBook()
order_book.bids[0] = {'price': 1, 'quantity': 1}
order_book.offer_id = 1
yield order_book
def test_create_two_books() -> NoReturn:
"""
Create two different order book at once
"""
book1 = OrderBook(10)
book2 = OrderBook(15)
assert book1.depth == 10
assert book2.depth == 15
assert book1.offer_id == 0
assert book2.offer_id == 0
assert not book1.asks
assert not book1.bids
assert not book2.asks
assert not book2.bids
def new_order_book() -> OrderBook:
"""
Common fixture
Create new order book
:return: new object of OrderBook
:rtype: OrderBook
"""
order_book = OrderBook()
yield order_book
def test_create_custom_book() -> NoReturn:
"""
Create new order book with custom depth param
"""
book_size = randint(1, 10)
book = OrderBook(book_size)
assert book.depth == book_size
assert book.offer_id == 0
assert not book.asks
assert not book.bids
def test_overflow_bids_market_custom_depth() -> NoReturn:
"""
Try to add one more lot when custom bids market is overflowed
"""
book = OrderBook(10)
for _ in range(book.depth):
book.add_offer('bids', 1, 1)
assert book.depth == len(book.bids)
assert not book.asks
# try to put 11th lot into bids
with pytest.raises(TradeTypeOverflowedException):
book.add_offer('bids', 1, 1)
def test_create_book_negative_depth() -> NoReturn:
"""
Create new order book with negative depth
"""
with pytest.raises(InvalidDepthException):
book = OrderBook(-1)
def test_create_book_zero_depth() -> NoReturn:
"""
Create new order book with zero depth
"""
with pytest.raises(InvalidDepthException):
book = OrderBook(0)