def test_remaining_quantity_updated_after_expired_order_event(self):
self.limit_buy_strategy.logger().setLevel(1)
self.limit_buy_strategy.logger().addHandler(self)
self.clock.add_iterator(self.limit_buy_strategy)
# check no orders are placed before time delay
self.clock.backtest_til(self.start_timestamp)
self.assertEqual(0, len(self.limit_buy_strategy.active_bids))
# one order created after first tick
self.clock.backtest_til(self.start_timestamp +
math.ceil(self.clock_tick_size /
self.order_delay_time))
self.assertEqual(1, len(self.limit_buy_strategy.active_bids))
bid_order: LimitOrder = self.limit_buy_strategy.active_bids[0][1]
self.assertEqual(1, bid_order.quantity)
self.assertEqual(self.limit_buy_strategy._quantity_remaining, 1)
# Simulate order cancel
self.market.trigger_event(
MarketEvent.OrderExpired,
OrderExpiredEvent(self.market.current_timestamp,
bid_order.client_order_id))
self.assertEqual(0, len(self.limit_buy_strategy.active_bids))
self.assertEqual(self.limit_buy_strategy._quantity_remaining, 2)
self.assertTrue(
self._is_logged(
'INFO',
f"Updating status after order expire (id: {bid_order.client_order_id})"
))
def simulate_order_expired(market_info: MarketTradingPairTuple, order: Union[LimitOrder, MarketOrder]):
market_info.market.trigger_event(
MarketEvent.OrderExpired,
OrderExpiredEvent(
int(time.time() * 1e3),
order.client_order_id if isinstance(order, LimitOrder) else order.order_id,
)
)