def test_cancelled_orders_in_spread_calc(self):
book = OrderBook()
limit_buy_order = Order(ID_GENERATOR, 1, 195, "LIMIT", 100)
limit_sell_order = Order(ID_GENERATOR, 2, 200, "LIMIT", -50)
book.add_order(limit_sell_order)
book.add_order(limit_buy_order)
self.assertEqual(book.current_spread(), 5)
limit_sell_order.cancel()
self.assertEqual(book.current_spread(), 0)
def test_should_give_correct_bid_ask(self):
book = OrderBook()
self.assertEqual(book.current_spread(), 0)
limit_buy_order = Order(ID_GENERATOR, 1, 100, "LIMIT", 100)
limit_sell_order = Order(ID_GENERATOR, 2, 105, "LIMIT", -100)
book.add_order(limit_buy_order)
book.add_order(limit_sell_order)
self.assertEqual(book.current_spread(), 5)
limit_buy_order2 = Order(ID_GENERATOR, 3, 102, "LIMIT", 100)
book.add_order(limit_buy_order2)
self.assertEqual(book.current_spread(), 3)