def test_sequence1(self):
""" test sequence 1: add, update, cancel """
obj = OrderBook()
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (0, 0))
obj.process_order("1568390243|abbb11|a|AAPL|B|209.00000|100")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 0.0))
obj.process_order("1568390244|abbb11|u|101")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 0.0))
obj.process_order("1568390245|abbb11|c")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (0.0, 0.0))
def test_sequence3(self):
""" test sequence 1: add ,add ,add,add,cancel,cancel """
obj = OrderBook()
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (0, 0))
obj.process_order("1568390201|abbb11|a|AAPL|B|209.00000|100")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 0))
obj.process_order("1568390201|abbb12|a|AAPL|B|209.50000|100")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.5, 0))
obj.process_order("1568390203|abbb13|a|AAPL|S|210.00000|10")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.5, 210.0))
obj.process_order("1568390204|abbb14|a|AAPL|S|209.90000|10")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.5, 209.9))
obj.process_order("1568390243|abbb12|c")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 209.9))
obj.process_order("1568390244|abbb14|c")
self.assertEqual(obj.get_best_bid_and_ask('AAPL'), (209.0, 210.0))
