def test_order_filled_volume(fx_buy_order: Order, fx_session: Session):
fx_buy_order.volume = decimal.Decimal('2000')
fx_buy_order.remaining_volume = decimal.Decimal('1000')
assert fx_buy_order.filled_volume == decimal.Decimal('1000')
assert fx_session.query(Order.filled_volume).filter(
Order.id == fx_buy_order.id, ).scalar() == decimal.Decimal('1000')
def test_order_remaining_locked_amount(
fx_buy_order: Order,
fx_sell_order: Order,
fx_session: Session,
):
fx_buy_order.volume = decimal.Decimal('200')
fx_buy_order.remaining_volume = decimal.Decimal('100')
fx_sell_order.volume = decimal.Decimal('300')
fx_sell_order.remaining_volume = decimal.Decimal('150')
assert fx_buy_order.remaining_locked_amount == decimal.Decimal('900000')
assert fx_sell_order.remaining_locked_amount == decimal.Decimal('150')
assert fx_session.query(Order.remaining_locked_amount).filter(
Order.id == fx_buy_order.id, ).scalar() == decimal.Decimal('900000')
assert fx_session.query(Order.remaining_locked_amount).filter(
Order.id == fx_sell_order.id, ).scalar() == decimal.Decimal('150')
def test_order_check_constraints(
fx_buy_order: Order,
fx_session: Session,
fx_utcnow: datetime.datetime,
):
fx_session.begin_nested()
fx_buy_order.price = decimal.Decimal('0')
with raises(IntegrityError) as e:
fx_session.flush()
assert 'ck_order_price_positive' in str(e.value)
fx_session.rollback()
fx_session.begin_nested()
fx_buy_order.volume = decimal.Decimal('0')
with raises(IntegrityError) as e:
fx_session.flush()
assert 'ck_order_volume' in str(e.value)
fx_session.rollback()
fx_session.begin_nested()
fx_buy_order.remaining_volume = decimal.Decimal('-1')
with raises(IntegrityError) as e:
fx_session.flush()
assert 'violates check constraint' in str(e.value)
fx_session.rollback()
fx_session.begin_nested()
fx_buy_order.volume = decimal.Decimal('100')
fx_buy_order.remaining_volume = decimal.Decimal('101')
with raises(IntegrityError) as e:
fx_session.flush()
assert 'ck_order_volume' in str(e.value)
fx_session.rollback()
fx_session.begin_nested()
fx_buy_order.pair = 'BTC/BTC'
with raises(IntegrityError) as e:
fx_session.flush()
assert 'ck_order_currency' in str(e.value)
fx_session.rollback()
fx_session.begin_nested()
fx_buy_order.remaining_volume = decimal.Decimal('0')
fx_buy_order.filled_at = None
with raises(IntegrityError) as e:
fx_session.flush()
assert 'ck_order_filled' in str(e.value)
fx_session.rollback()
fx_session.begin_nested()
fx_buy_order.remaining_volume = decimal.Decimal('1')
fx_buy_order.filled_at = fx_utcnow
with raises(IntegrityError) as e:
fx_session.flush()
assert 'ck_order_filled' in str(e.value)
fx_session.rollback()
fx_session.begin_nested()
fx_buy_order.remaining_volume = decimal.Decimal('0')
fx_buy_order.cancel()
with raises(IntegrityError) as e:
fx_session.flush()
assert 'ck_order_canceled' in str(e.value)
fx_session.rollback()