def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), Price(30, 'MC'),
Quantity(30, 'BTC'), Timeout(float("inf")),
Timestamp(float("inf")), True)
self.price_level = PriceLevel('MC')
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(30),
self.timestamp_now, True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(0.0), False)
def setUp(self, annotate=True):
yield super(TickEntryTestSuite, self).setUp(annotate=annotate)
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
tick2 = Tick(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
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.offer_payload = OfferPayload.Implementation(
MetaObject(), TraderId('0'), MessageNumber('message_number'),
OrderNumber(1), Price(63400, 'BTC'), Quantity(30, 'MC'),
Timeout(1470004447.117), Timestamp(1462224447.117), 'a', 'b',
Ttl(2), "1.1.1.1", 1)
def render_POST(self, request):
"""
.. http:get:: /market/orders/(string:order_number)/cancel
A POST request to this endpoint will cancel a specific order.
**Example request**:
.. sourcecode:: none
curl -X GET http://localhost:8085/market/orders/3/cancel
**Example response**:
.. sourcecode:: javascript
{
"cancelled": True
}
"""
market_community = self.get_market_community()
order_id = OrderId(TraderId(market_community.mid), OrderNumber(int(self.order_number)))
order = market_community.order_manager.order_repository.find_by_id(order_id)
if not order:
request.setResponseCode(http.NOT_FOUND)
return json.dumps({"error": "order not found"})
if order.status != "open" and order.status != "unverified":
request.setResponseCode(http.BAD_REQUEST)
return json.dumps({"error": "only open and unverified orders can be cancelled"})
market_community.cancel_order(order_id)
return json.dumps({"cancelled": True})
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_to_network(self):
# Test for to network
self.assertEquals(
(TraderId('0'), MessageNumber('message_number'), OrderNumber(1),
Price(63400, 'BTC'), Quantity(
30, 'MC'), self.tick.timeout, self.tick.timestamp, 'a', 'b'),
self.tick.to_network())
def test_properties(self):
# Test for properties
self.assertEquals(MessageNumber('message_number'),
self.declined_trade_payload.message_number)
self.assertEquals(OrderNumber(1),
self.declined_trade_payload.order_number)
self.assertEquals(OrderNumber(2),
self.declined_trade_payload.recipient_order_number)
self.assertEquals(TraderId('1'),
self.declined_trade_payload.recipient_trader_id)
self.assertEquals(Timestamp(1462224447.117),
self.declined_trade_payload.timestamp)
self.assertEquals(1234, self.declined_trade_payload.proposal_id)
self.assertEquals(TraderId('0'), self.declined_trade_payload.trader_id)
self.assertEquals(DeclinedTradeReason.ORDER_COMPLETED,
self.declined_trade_payload.decline_reason)
def test_has_acceptable_price(self):
"""
Test the acceptable price method
"""
order = Order(OrderId(TraderId("0"), OrderNumber(3)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(5000), self.order_timestamp, True)
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
order._is_ask = False
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
def setUp(self):
yield super(TestMarketBlock, self).setUp()
self.ask = Ask(OrderId(TraderId(b'0' * 40), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True)
self.bid = Ask(OrderId(TraderId(b'1' * 40), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), False)
self.transaction = Transaction(TransactionId(TraderId(b'0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 40), OrderNumber(1)),
OrderId(TraderId(b'1' * 40), OrderNumber(1)), Timestamp(0.0))
ask_tx = self.ask.to_block_dict()
bid_tx = self.bid.to_block_dict()
self.tick_block = MarketBlock()
self.tick_block.type = 'ask'
self.tick_block.transaction = {'tick': ask_tx}
self.cancel_block = MarketBlock()
self.cancel_block.type = 'cancel_order'
self.cancel_block.transaction = {'trader_id': 'a' * 40, 'order_number': 1}
self.tx_block = MarketBlock()
self.tx_block.type = 'tx_init'
self.tx_block.transaction = {
'ask': ask_tx,
'bid': bid_tx,
'tx': self.transaction.to_dictionary()
}
payment = {
'trader_id': 'a' * 40,
'transaction_number': 3,
'transferred': {
'amount': 3,
'type': 'BTC'
},
'payment_id': 'a',
'address_from': 'a',
'address_to': 'b',
'timestamp': 1234.3,
'success': True
}
self.payment_block = MarketBlock()
self.payment_block.type = 'tx_payment'
self.payment_block.transaction = {'payment': payment}
def test_get_specific_order(self):
"""
Test the retrieval of a specific order
"""
order_id = OrderId(TraderId(b'3'), OrderNumber(4))
self.assertIsNone(self.database.get_order(order_id))
self.database.add_order(self.order1)
self.assertIsNotNone(self.database.get_order(order_id))
def create_ask(self, amount1, amount2):
"""
Create an ask with a specific price and quantity
"""
new_ask = Ask(OrderId(TraderId(b'2'), OrderNumber(self.ask_count)),
AssetPair(AssetAmount(amount1, 'BTC'), AssetAmount(amount2, 'MB')), Timeout(30), Timestamp.now())
self.ask_count += 1
return new_ask
def create_bid(self, amount1, amount2):
"""
Create a bid with a specific price and quantity
"""
new_bid = Bid(OrderId(TraderId(b'3'), OrderNumber(self.bid_count)),
AssetPair(AssetAmount(amount1, 'BTC'), AssetAmount(amount2, 'MB')), Timeout(30), Timestamp.now())
self.bid_count += 1
return new_bid
def test_add_trade(self):
"""
Test the add trade method of an order
"""
self.order.reserve_quantity_for_tick(
OrderId(TraderId('5'), OrderNumber(1)), Quantity(10, 'MC'))
self.assertEquals(self.order.traded_quantity, Quantity(0, 'MC'))
self.order.add_trade(OrderId(TraderId('5'), OrderNumber(1)),
Quantity(10, 'MC'))
self.assertEquals(self.order.traded_quantity, Quantity(10, 'MC'))
self.order.reserve_quantity_for_tick(
OrderId(TraderId('6'), OrderNumber(1)), Quantity(20, 'MC'))
self.order.add_trade(OrderId(TraderId('6'), OrderNumber(1)),
Quantity(20, 'MC'))
self.assertTrue(self.order.is_complete())
self.assertFalse(self.order.cancelled)
def setUp(self):
# Object creation
self.memory_order_repository = MemoryOrderRepository("0")
self.order_id = OrderId(TraderId(b"0"), OrderNumber(1))
self.order = Order(self.order_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10.0), False)
self.order2 = Order(self.order_id, AssetPair(AssetAmount(1000, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10.0), False)
def from_database(cls, data):
trader_id, order_number, price, price_type, quantity, quantity_type, timeout, timestamp,\
is_ask, block_hash = data
tick_cls = Ask if is_ask else Bid
order_id = OrderId(TraderId(str(trader_id)), OrderNumber(order_number))
return tick_cls(order_id, Price(price, str(price_type)), Quantity(quantity, str(quantity_type)),
Timeout(timeout), Timestamp(timestamp), block_hash=str(block_hash))
def add_transaction_and_payment(self):
"""
Add a transaction and a payment to the market
"""
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))
transaction = self.session.lm.market_community.transaction_manager.create_from_proposed_trade(proposed_trade)
payment = Payment(MessageId(TraderId("0"), MessageNumber("1")), transaction.transaction_id,
Quantity(0, 'MC'), Price(20, 'BTC'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
transaction.add_payment(payment)
self.session.lm.market_community.transaction_manager.transaction_repository.update(transaction)
return transaction
def from_unpack_list(cls, trader_id, timestamp, order_number,
asset1_amount, asset1_type, asset2_amount,
asset2_type, timeout, traded, identifier):
return OrderStatusResponsePayload(
TraderId(trader_id), Timestamp(timestamp),
OrderNumber(order_number),
AssetPair(AssetAmount(asset1_amount, asset1_type),
AssetAmount(asset2_amount, asset2_type)),
Timeout(timeout), traded, identifier)
def setUp(self):
yield super(MatchingEngineTestSuite, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId(b'2'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp.now())
self.bid = Bid(OrderId(TraderId(b'4'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp.now())
self.ask_order = Order(OrderId(TraderId(b'5'), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId(b'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 get_tick_block(return_ask, pair):
tick_cls = Ask if return_ask else Bid
ask = tick_cls(OrderId(TraderId('0' * 40), OrderNumber(1)), pair, Timeout(3600), Timestamp.now(), return_ask)
ask_tx = ask.to_block_dict()
ask_tx["address"], ask_tx["port"] = "127.0.0.1", 1337
tick_block = MarketBlock()
tick_block.type = 'ask' if return_ask else 'bid'
tick_block.transaction = {'tick': ask_tx, 'version': MarketCommunity.PROTOCOL_VERSION}
return tick_block
def test_encode_decode_cancel_order(self):
"""
Test encoding and decoding of a cancel order
"""
message = MockObject()
meta_msg = self.market_community.get_meta_message(u"cancel-order")
cancel_order_payload = CancelOrderPayload.Implementation(meta_msg, TraderId('abc'), MessageNumber('3'),
Timestamp.now(), OrderNumber(4), Ttl(2))
message.payload = cancel_order_payload
packet, = self.conversion._encode_cancel_order(message)
self.assertTrue(packet)
_, decoded = self.conversion._decode_cancel_order(self.get_placeholder_msg(u"cancel-order"), 0, packet)
self.assertTrue(decoded)
self.assertEqual(decoded.order_number, OrderNumber(4))
self.assertEqual(int(decoded.ttl), 2)
def get_reserved_ticks(self, order_id):
"""
Get all reserved ticks for a specific order.
"""
db_results = self.execute(
u"SELECT * FROM orders_reserved_ticks WHERE trader_id = ? AND order_number = ?",
(unicode(order_id.trader_id), unicode(order_id.order_number)))
return [(OrderId(TraderId(str(data[2])), OrderNumber(data[3])),
Quantity(data[4], str(data[5]))) for data in db_results]
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB')),
OrderId(TraderId('3'), OrderNumber(2)),
OrderId(TraderId('2'), 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(100, 'MB')),
Timestamp(0.0))
self.payment = Payment(
TraderId("0"), TransactionId(TraderId('2'), TransactionNumber(2)),
AssetAmount(3, 'MB'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
def test_create_bid_order(self):
# Test for create bid order
bid_order = self.order_manager.create_bid_order(
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(10, 'MC')), Timeout(0))
self.assertFalse(bid_order.is_ask())
self.assertEquals(OrderId(TraderId("0"), OrderNumber(1)), bid_order.order_id)
self.assertEquals(AssetPair(AssetAmount(100, 'BTC'), AssetAmount(10, 'MC')), bid_order.assets)
self.assertEquals(100, bid_order.total_quantity)
self.assertEquals(0, int(bid_order.timeout))
def create_bid(self, price, quantity):
"""
Create a bid with a specific price and quantity
"""
new_bid = Bid(OrderId(TraderId('2'), OrderNumber(self.bid_count)),
Price(price, 'BTC'), Quantity(quantity, 'MC'),
Timeout(30), Timestamp.now())
self.bid_count += 1
return new_bid
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(OrderId(TraderId('2'), OrderNumber(1)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(30),
Timestamp.now())
self.bid = Bid(OrderId(TraderId('4'), OrderNumber(2)),
Price(100, 'BTC'), Quantity(30, 'MC'), Timeout(30),
Timestamp.now())
self.ask_order = Order(OrderId(TraderId('5'), OrderNumber(3)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('6'), OrderNumber(4)),
Price(100, 'BTC'), Quantity(30, 'MC'),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
def test_properties(self):
# Test for properties
self.assertEquals(Price(63400, 'BTC'),
self.proposed_trade_payload.price)
self.assertEquals(Quantity(30, 'MC'),
self.proposed_trade_payload.quantity)
self.assertEquals(MessageNumber('message_number'),
self.proposed_trade_payload.message_number)
self.assertEquals(OrderNumber(1),
self.proposed_trade_payload.order_number)
self.assertEquals(OrderNumber(2),
self.proposed_trade_payload.recipient_order_number)
self.assertEquals(TraderId('1'),
self.proposed_trade_payload.recipient_trader_id)
self.assertEquals(1235, self.proposed_trade_payload.proposal_id)
self.assertEquals(Timestamp(1462224447.117),
self.proposed_trade_payload.timestamp)
self.assertEquals(TraderId('0'), self.proposed_trade_payload.trader_id)
def test_send_counter_trade(self):
"""
Test sending a counter trade
"""
self.market_community.update_ip(TraderId('b'), ('127.0.0.1', 1234))
counter_trade = CounterTrade(
MessageId(TraderId('a'), MessageNumber('2')), self.order.order_id,
OrderId(TraderId('b'), OrderNumber(3)), 1235, Price(3, 'MC'),
Quantity(4, 'BTC'), Timestamp.now())
self.market_community.send_counter_trade(counter_trade)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(
OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
class OrderNumberTestSuite(unittest.TestCase):
"""Order number test cases."""
def setUp(self):
# Object creation
self.order_number = OrderNumber(1)
self.order_number2 = OrderNumber(1)
self.order_number3 = OrderNumber(3)
def test_init(self):
# Test for init validation
with self.assertRaises(ValueError):
OrderNumber(1.0)
def test_equality(self):
# Test for equality
self.assertEquals(self.order_number, self.order_number)
self.assertEquals(self.order_number, self.order_number2)
self.assertFalse(self.order_number == self.order_number3)
self.assertEquals(NotImplemented, self.order_number.__eq__(""))
def test_non_equality(self):
# Test for non equality
self.assertNotEquals(self.order_number, self.order_number3)
def test_hashes(self):
# Test for hashes
self.assertEquals(self.order_number.__hash__(), self.order_number2.__hash__())
self.assertNotEqual(self.order_number.__hash__(), self.order_number3.__hash__())
def test_str(self):
# Test for string representation
self.assertEquals('1', str(self.order_number))
def test_int(self):
# Test for integer representation
self.assertEquals(1, int(self.order_number))
def setUp(self):
# Object creation
self.order_number = OrderNumber(1)
self.order_number2 = OrderNumber(1)
self.order_number3 = OrderNumber(3)
