def get_tx_done_block(ask_amount, bid_amount, traded_amount,
ask_total_traded, bid_total_traded):
ask_pair = AssetPair(AssetAmount(ask_amount, 'BTC'),
AssetAmount(ask_amount, 'MB'))
bid_pair = AssetPair(AssetAmount(bid_amount, 'BTC'),
AssetAmount(bid_amount, 'MB'))
ask = Order(OrderId(TraderId('0' * 40), OrderNumber(1)), ask_pair,
Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId('1' * 40), OrderNumber(1)), bid_pair,
Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(
TransactionId(TraderId('0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(traded_amount, 'BTC'),
AssetAmount(traded_amount, 'MB')),
OrderId(TraderId('0' * 40), OrderNumber(1)),
OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0))
tx.transferred_assets.first += AssetAmount(traded_amount, 'BTC')
tx.transferred_assets.second += AssetAmount(traded_amount, 'MB')
tx_done_block = MarketBlock()
tx_done_block.type = 'tx_done'
tx_done_block.transaction = {
'ask': ask.to_status_dictionary(),
'bid': bid.to_status_dictionary(),
'tx': tx.to_dictionary(),
'version': MarketCommunity.PROTOCOL_VERSION
}
tx_done_block.transaction['ask']['address'], tx_done_block.transaction[
'ask']['port'] = "1.1.1.1", 1234
tx_done_block.transaction['bid']['address'], tx_done_block.transaction[
'bid']['port'] = "1.1.1.1", 1234
return tx_done_block
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId('4'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId('5'), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId('6'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
self.ask_count = 2
self.bid_count = 2
def from_unpack_list(cls, trader_id, message_number, timestamp, order_number, recipient_trader_id,
recipient_order_number, proposal_id, price, price_type, quantity, quantity_type, ip, port):
return TradePayload(MessageId(TraderId(trader_id), MessageNumber(message_number)), Timestamp(timestamp),
OrderNumber(order_number),
OrderId(TraderId(recipient_trader_id), OrderNumber(recipient_order_number)),
proposal_id, Price(price, price_type),
Quantity(quantity, quantity_type), SocketAddress(ip, port))
def test_e2e_trade_dht(self):
"""
Test a full trade with (dummy assets), where both traders are not connected to each other
"""
yield self.introduce_nodes()
for node in self.nodes:
for other in self.nodes:
if other != node:
node.dht.walk_to(other.endpoint.wan_address)
yield self.deliver_messages()
# Remove the address from the mid registry from the trading peers
self.nodes[0].overlay.mid_register.pop(
TraderId(self.nodes[1].overlay.mid))
self.nodes[1].overlay.mid_register.pop(
TraderId(self.nodes[0].overlay.mid))
for node in self.nodes:
node.dht.store_peer()
yield self.deliver_messages()
yield self.nodes[0].overlay.create_ask(
AssetPair(AssetAmount(10, 'DUM1'), AssetAmount(10, 'DUM2')), 3600)
yield self.nodes[1].overlay.create_bid(
AssetPair(AssetAmount(10, 'DUM1'), AssetAmount(10, 'DUM2')), 3600)
yield self.sleep(0.5)
# Verify that the trade has been made
self.assertTrue(self.nodes[0].overlay.transaction_manager.find_all())
self.assertTrue(self.nodes[1].overlay.transaction_manager.find_all())
def test_from_network(self):
# Test for from network
now = Timestamp.now()
data = Bid.from_network(
type(
'Data', (object, ), {
"trader_id": TraderId('0'),
"order_number": OrderNumber(2),
"message_number": MessageNumber('message_number'),
"price": Price(63400, 'BTC'),
"quantity": Quantity(40, 'MC'),
"timeout": Timeout(30),
"timestamp": now,
"public_key": 'a',
"signature": 'b'
}))
self.assertEquals(
MessageId(TraderId('0'), MessageNumber('message_number')),
data.message_id)
self.assertEquals(Price(63400, 'BTC'), data.price)
self.assertEquals(Quantity(40, 'MC'), data.quantity)
self.assertEquals(float(Timeout(30)), float(data.timeout))
self.assertEquals(now, data.timestamp)
self.assertEquals('a', data._public_key)
self.assertEquals('b', data._signature)
def test_from_network(self):
# Test for from network
data = Payment.from_network(
type(
'Data', (object, ), {
"message_id":
MessageId(TraderId("0"), MessageNumber(1)),
"transaction_id":
TransactionId(TraderId('2'), TransactionNumber(2)),
"transferee_quantity":
Quantity(3, 'MC'),
"transferee_price":
Price(2, 'BTC'),
"address_from":
WalletAddress('a'),
"address_to":
WalletAddress('b'),
"payment_id":
PaymentId('aaa'),
"timestamp":
Timestamp(4.0),
"success":
True
}))
self.assertEquals(MessageId(TraderId("0"), MessageNumber(1)),
data.message_id)
self.assertEquals(TransactionId(TraderId('2'), TransactionNumber(2)),
data.transaction_id)
self.assertEquals(Quantity(3, 'MC'), data.transferee_quantity)
self.assertEquals(Price(2, 'BTC'), data.transferee_price)
self.assertEquals(Timestamp(4.0), data.timestamp)
self.assertTrue(data.success)
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'),
Quantity(30, 'MC'),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)),
Timestamp(0.0))
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timestamp(0.0))
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(5, 'MC'), Timeout(0.0),
Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(100, 'BTC'), Quantity(100, 'MC'), Timeout(0.0),
Timestamp(float("inf")), True)
self.order_timestamp = Timestamp.now()
self.order = Order(OrderId(TraderId("0"), OrderNumber(3)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(5000), self.order_timestamp, False)
self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(5),
Timestamp(time.time() - 1000), True)
def test_to_network(self):
# Test for to network
self.assertEquals((TraderId('1'), (TraderId('0'), MessageNumber('message_number'),
OrderNumber(1), TraderId('1'),
OrderNumber(2), self.proposed_trade.proposal_id,
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timestamp(1462224447.117))), self.proposed_trade.to_network())
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id": TraderId('0'),
"message_number": MessageNumber('message_number'),
"order_number": OrderNumber(1),
"recipient_trader_id": TraderId('1'),
"recipient_order_number": OrderNumber(2),
"proposal_id": 1234,
"timestamp": Timestamp(1462224447.117),
"price": Price(63400, 'BTC'),
"quantity": Quantity(30, 'MC')
}))
self.assertEquals(
MessageId(TraderId('0'), MessageNumber('message_number')),
data.message_id)
self.assertEquals(OrderId(TraderId('0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1234, data.proposal_id)
self.assertEquals(Price(63400, 'BTC'), data.price)
self.assertEquals(Quantity(30, 'MC'), data.quantity)
self.assertEquals(Timestamp(1462224447.117), data.timestamp)
def test_to_network(self):
# Test for to network
self.assertEquals(
(MessageId(TraderId('0'), MessageNumber(1)), self.tick.timestamp,
OrderNumber(1), Price(63400, 'BTC'), Quantity(
30, 'MC'), self.tick.timeout),
self.tick.to_network(MessageId(TraderId('0'), MessageNumber(1))))
def setUp(self):
# Object creation
self.trade = Trade(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(3)),
OrderId(TraderId('0'), OrderNumber(4)), 1234,
Timestamp(1462224447.117))
def test_encode_match(self):
"""
Test encoding and decoding of a match message
"""
message = MockObject()
meta_msg = self.market_community.get_meta_message(u"match")
match_payload = MatchPayload.Implementation(meta_msg, TraderId('abc'),
MessageNumber('3'),
OrderNumber(4),
Price(1, 'BTC'),
Quantity(2, 'MC'),
Timeout(3600),
Timestamp.now(),
'192.168.1.1', 1234,
OrderNumber(3),
Quantity(2, 'MC'),
TraderId('abc'),
TraderId('def'),
'match_id')
message.payload = match_payload
packet, = self.conversion._encode_match(message)
self.assertTrue(packet)
_, decoded = self.conversion._decode_match(
self.get_placeholder_msg(u"match"), 0, packet)
self.assertTrue(decoded)
self.assertEqual(decoded.match_id, 'match_id')
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b'0'),
"order_number":
OrderNumber(1),
"recipient_order_id":
OrderId(TraderId('1'), OrderNumber(2)),
"proposal_id":
1234,
"timestamp":
Timestamp(1462224447.117),
"assets":
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
}))
self.assertEquals(TraderId(b'0'), data.trader_id)
self.assertEquals(OrderId(TraderId(b'0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId(b'1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1234, data.proposal_id)
self.assertEquals(
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
data.assets)
self.assertEquals(Timestamp(1462224447.117), data.timestamp)
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0'), OrderId(TraderId(b'0'), OrderNumber(1)),
OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(
TraderId('0'), OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timestamp(0.0))
self.tick = Tick(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0),
Timestamp(float("inf")), True)
self.tick2 = Tick(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.order_timestamp = Timestamp.now()
self.order = Order(
OrderId(TraderId("0"), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(
OrderId(TraderId("0"), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5), Timestamp(time.time() - 1000), True)
self.order2.set_verified()
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timestamp(1462224447.117))
def setUp(self):
# Object creation
self.payment = Payment(
MessageId(TraderId("0"), MessageNumber(1)),
TransactionId(TraderId('2'), TransactionNumber(2)),
Quantity(3, 'MC'), Price(2, 'BTC'), WalletAddress('a'),
WalletAddress('b'), PaymentId('aaa'), Timestamp(4.0), True)
def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
mocked_match_message = MockObject()
mocked_match_message.payload = MockObject()
mocked_match_message.payload.matchmaker_trader_id = 'a'
self.market_community.incoming_match_messages[
'a'] = mocked_match_message
def mocked_send_decline(*_):
mocked_send_decline.called = True
mocked_send_decline.called = False
self.market_community.send_decline_match_message = mocked_send_decline
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade, 'a')
cache.on_timeout()
self.assertTrue(mocked_send_decline.called)
def from_database(cls, data, payments):
"""
Create a Transaction object based on information in the database.
"""
trader_id, transaction_number, order_trader_id, order_number, partner_trader_id, partner_order_number,\
asset1_amount, asset1_type, asset1_transferred, asset2_amount, asset2_type, asset2_transferred,\
transaction_timestamp, sent_wallet_info, received_wallet_info, incoming_address, outgoing_address,\
partner_incoming_address, partner_outgoing_address, match_id = data
transaction_id = TransactionId(TraderId(str(trader_id)), TransactionNumber(transaction_number))
transaction = cls(transaction_id,
AssetPair(AssetAmount(asset1_amount, str(asset1_type)),
AssetAmount(asset2_amount, str(asset2_type))),
OrderId(TraderId(str(order_trader_id)), OrderNumber(order_number)),
OrderId(TraderId(str(partner_trader_id)), OrderNumber(partner_order_number)),
Timestamp(float(transaction_timestamp)))
transaction._transferred_assets = AssetPair(AssetAmount(asset1_transferred, str(asset1_type)),
AssetAmount(asset2_transferred, str(asset2_type)))
transaction.sent_wallet_info = sent_wallet_info
transaction.received_wallet_info = received_wallet_info
transaction.incoming_address = WalletAddress(str(incoming_address))
transaction.outgoing_address = WalletAddress(str(outgoing_address))
transaction.partner_incoming_address = WalletAddress(str(partner_incoming_address))
transaction.partner_outgoing_address = WalletAddress(str(partner_outgoing_address))
transaction.match_id = str(match_id)
transaction._payments = payments
return transaction
def test_on_introduction_request(self):
"""
Test that when we receive an intro request with a orders bloom filter, we send an order sync back
"""
def on_send_offer_sync(_, tick):
self.assertIsInstance(tick, Tick)
on_send_offer_sync.called = True
on_send_offer_sync.called = False
candidate = WalkCandidate(("127.0.0.1", 1234), False,
("127.0.0.1", 1234), ("127.0.0.1", 1234),
u"public")
candidate.associate(self.market_community.my_member)
payload = self.market_community.create_introduction_request(
candidate, True).payload
self.market_community.order_book.insert_ask(self.ask)
self.market_community.order_book.insert_bid(self.bid)
self.market_community.update_ip(TraderId('0'), ("127.0.0.1", 1234))
self.market_community.update_ip(TraderId('1'), ("127.0.0.1", 1234))
self.market_community.send_offer_sync = on_send_offer_sync
message = MockObject()
message.payload = payload
message.candidate = candidate
self.market_community.on_introduction_request([message])
self.assertTrue(on_send_offer_sync.called)
def test_from_network(self):
# Test for from network
data = Payment.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b"0"),
"transaction_id":
TransactionId(TraderId(b'2'), TransactionNumber(2)),
"transferred_assets":
AssetAmount(3, 'BTC'),
"address_from":
WalletAddress('a'),
"address_to":
WalletAddress('b'),
"payment_id":
PaymentId('aaa'),
"timestamp":
Timestamp(4.0),
"success":
True
}))
self.assertEquals(TraderId(b"0"), data.trader_id)
self.assertEquals(TransactionId(TraderId(b'2'), TransactionNumber(2)),
data.transaction_id)
self.assertEquals(AssetAmount(3, 'BTC'), data.transferred_assets)
self.assertEquals(Timestamp(4.0), data.timestamp)
self.assertTrue(data.success)
def test_properties(self):
"""
Test the start transaction payload
"""
self.assertEquals(MessageNumber('1'),
self.start_transaction_payload.message_number)
self.assertEquals(TransactionNumber(2),
self.start_transaction_payload.transaction_number)
self.assertEquals(Timestamp(0.0),
self.start_transaction_payload.timestamp)
self.assertEquals(TraderId('2'),
self.start_transaction_payload.transaction_trader_id)
self.assertEquals(TraderId('2'),
self.start_transaction_payload.order_trader_id)
self.assertEquals(OrderNumber(3),
self.start_transaction_payload.order_number)
self.assertEquals(TraderId('0'),
self.start_transaction_payload.recipient_trader_id)
self.assertEquals(
OrderNumber(4),
self.start_transaction_payload.recipient_order_number)
self.assertEquals(1236, self.start_transaction_payload.proposal_id)
self.assertEquals(Price(2, 'BTC'),
self.start_transaction_payload.price)
self.assertEquals(Quantity(3, 'MC'),
self.start_transaction_payload.quantity)
def setUp(self):
# Object creation
self.proposed_trade_payload = TradePayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('message_number'),
OrderNumber(1), TraderId('1'), OrderNumber(2), 1235,
Price(63400, 'BTC'), Quantity(30, 'MC'), Timestamp(1462224447.117),
'192.168.1.1', 1234)
def setUp(self):
# Object creation
self.payment_payload = PaymentPayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('1'), TraderId('2'),
TransactionNumber(2), Quantity(20, 'MC'), Price(10, 'BTC'),
WalletAddress('a'), WalletAddress('b'), PaymentId('3'),
Timestamp(0.0), True)
def setUp(self):
# Object creation
self.start_transaction_payload = StartTransactionPayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('1'), TraderId('2'),
TransactionNumber(2), TraderId('2'), OrderNumber(3), TraderId('0'),
OrderNumber(4), 1236, Price(2, 'BTC'), Quantity(3, 'MC'),
Timestamp(0.0))
def from_database(cls, data, payments):
"""
Create a Transaction object based on information in the database.
"""
trader_id, transaction_number, order_trader_id, order_number, partner_trader_id, partner_order_number, price,\
price_type, transferred_price, quantity, quantity_type, transferred_quantity, transaction_timestamp,\
sent_wallet_info, received_wallet_info, incoming_address, outgoing_address, partner_incoming_address,\
partner_outgoing_address, match_id = data
transaction_id = TransactionId(TraderId(str(trader_id)),
TransactionNumber(transaction_number))
transaction = cls(
transaction_id, Price(price, str(price_type)),
Quantity(quantity, str(quantity_type)),
OrderId(TraderId(str(order_trader_id)), OrderNumber(order_number)),
OrderId(TraderId(str(partner_trader_id)),
OrderNumber(partner_order_number)),
Timestamp(float(transaction_timestamp)))
transaction._transferred_price = Price(transferred_price,
str(price_type))
transaction._transferred_quantity = Quantity(transferred_quantity,
str(quantity_type))
transaction.sent_wallet_info = sent_wallet_info
transaction.received_wallet_info = received_wallet_info
transaction.incoming_address = WalletAddress(str(incoming_address))
transaction.outgoing_address = WalletAddress(str(outgoing_address))
transaction.partner_incoming_address = WalletAddress(
str(partner_incoming_address))
transaction.partner_outgoing_address = WalletAddress(
str(partner_outgoing_address))
transaction.match_id = str(match_id)
transaction._payments = payments
return transaction
def setUp(self):
# Object creation
self.payment = Payment(TraderId("0"),
TransactionId(TraderId('2'), TransactionNumber(2)),
AssetAmount(3, 'BTC'),
WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
def from_unpack_list(cls, trader_id, timestamp, order_number, asset1_amount, asset1_type, asset2_amount,
asset2_type, timeout, traded, recipient_order_number, match_quantity,
match_trader_id, matchmaker_trader_id, match_id):
return MatchPayload(TraderId(trader_id), Timestamp(timestamp), OrderNumber(order_number),
AssetPair(AssetAmount(asset1_amount, asset1_type), AssetAmount(asset2_amount, asset2_type)),
Timeout(timeout), traded, OrderNumber(recipient_order_number),
match_quantity, TraderId(match_trader_id), TraderId(matchmaker_trader_id), match_id)
def setUp(self):
# Object creation
self.match_payload = MatchPayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('message_number'),
OrderNumber(1), Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(1470004447.117), Timestamp(1462224447.117), "1.1.1.1", 1,
OrderNumber(2), Quantity(20, 'MC'), TraderId('1'), TraderId('2'),
'a')
def from_unpack_list(cls, trader_id, timestamp, transaction_trader_id,
transaction_number, incoming_address,
outgoing_address):
return WalletInfoPayload(
TraderId(trader_id), Timestamp(timestamp),
TransactionId(TraderId(transaction_trader_id),
TransactionNumber(transaction_number)),
WalletAddress(incoming_address), WalletAddress(outgoing_address))
