def test_from_dict_returns_expected_tick(self):
# Arrange
snapshot = OrderBookSnapshot(
instrument_id=AUDUSD,
level=BookLevel.L2,
bids=[[1010, 2], [1009, 1]],
asks=[[1020, 2], [1021, 1]],
ts_event_ns=0,
ts_recv_ns=0,
)
# Act
result = OrderBookSnapshot.from_dict(
OrderBookSnapshot.to_dict(snapshot))
# Assert
assert result == snapshot
def test_to_dict_returns_expected_dict(self):
# Arrange
snapshot = OrderBookSnapshot(
instrument_id=AUDUSD,
level=BookLevel.L2,
bids=[[1010, 2], [1009, 1]],
asks=[[1020, 2], [1021, 1]],
ts_event_ns=0,
ts_recv_ns=0,
)
# Act
result = OrderBookSnapshot.to_dict(snapshot)
# Assert
assert result == {
"type": "OrderBookSnapshot",
"instrument_id": "AUD/USD.SIM",
"level": "L2",
"bids": "[[1010, 2], [1009, 1]]",
"asks": "[[1020, 2], [1021, 1]]",
"ts_event_ns": 0,
"ts_recv_ns": 0,
}