def test_extending_new_old(self):
# Create a new account with some orders
account1 = protoex.Account(1, "Test", protoex.StateEx.good | protoex.StateEx.happy, protoex.Balance(proto.Balance("USD", 1000.0), 123.456), protoex.Balance(proto.Balance("EUR", 100.0), 12.34))
account1.orders.append(protoex.Order(1, "EURUSD", protoex.OrderSide.buy, protoex.OrderType.market, 1.23456, 1000.0, 0.0, 0.0))
account1.orders.append(protoex.Order(2, "EURUSD", protoex.OrderSide.sell, protoex.OrderType.limit, 1.0, 100.0, 0.1, -0.1))
account1.orders.append(protoex.Order(3, "EURUSD", protoex.OrderSide.tell, protoex.OrderType.stoplimit, 1.5, 10.0, 1.1, -1.1))
# Serialize the account to the FBE stream
writer = protoex.AccountModel(fbe.WriteBuffer())
self.assertEqual(writer.model.fbe_offset, 4)
serialized = writer.serialize(account1)
self.assertEqual(serialized, writer.buffer.size)
self.assertTrue(writer.verify())
writer.next(serialized)
self.assertEqual(writer.model.fbe_offset, (4 + writer.buffer.size))
# Check the serialized FBE size
self.assertEqual(writer.buffer.size, 316)
# Deserialize the account from the FBE stream
account2 = proto.Account()
reader = proto.AccountModel(fbe.ReadBuffer())
self.assertEqual(reader.model.fbe_offset, 4)
reader.attach_buffer(writer.buffer)
self.assertTrue(reader.verify())
(account2, deserialized) = reader.deserialize(account2)
self.assertEqual(deserialized, reader.buffer.size)
reader.next(deserialized)
self.assertEqual(reader.model.fbe_offset, (4 + reader.buffer.size))
self.assertEqual(account2.uid, 1)
self.assertEqual(account2.name, "Test")
self.assertTrue(account2.state.has_flags(proto.State.good))
self.assertEqual(account2.wallet.currency, "USD")
self.assertEqual(account2.wallet.amount, 1000.0)
self.assertNotEqual(account2.asset, None)
self.assertEqual(account2.asset.currency, "EUR")
self.assertEqual(account2.asset.amount, 100.0)
self.assertEqual(len(account2.orders), 3)
self.assertEqual(account2.orders[0].uid, 1)
self.assertEqual(account2.orders[0].symbol, "EURUSD")
self.assertEqual(account2.orders[0].side, proto.OrderSide.buy)
self.assertEqual(account2.orders[0].type, proto.OrderType.market)
self.assertEqual(account2.orders[0].price, 1.23456)
self.assertEqual(account2.orders[0].volume, 1000.0)
self.assertEqual(account2.orders[1].uid, 2)
self.assertEqual(account2.orders[1].symbol, "EURUSD")
self.assertEqual(account2.orders[1].side, proto.OrderSide.sell)
self.assertEqual(account2.orders[1].type, proto.OrderType.limit)
self.assertEqual(account2.orders[1].price, 1.0)
self.assertEqual(account2.orders[1].volume, 100.0)
self.assertEqual(account2.orders[2].uid, 3)
self.assertEqual(account2.orders[2].symbol, "EURUSD")
self.assertNotEqual(account2.orders[2].side, proto.OrderSide.buy)
self.assertNotEqual(account2.orders[2].type, proto.OrderType.market)
self.assertEqual(account2.orders[2].price, 1.5)
self.assertEqual(account2.orders[2].volume, 10.0)
def send_and_receive_final(index1, index2):
sender = MyFinalSender()
# Create and send a new order
order = protoex.Order(1, "EURUSD", protoex.OrderSide.buy,
protoex.OrderType.market, 1.23456, 1000.0, 0.0,
0.0)
sender.send(order)
# Create and send a new balance wallet
balance = protoex.Balance(proto.Balance("USD", 1000.0), 100.0)
sender.send(balance)
# Create and send a new account with some orders
account = protoex.Account(
1, "Test", protoex.StateEx.good,
protoex.Balance(proto.Balance("USD", 1000.0), 100.0),
protoex.Balance(proto.Balance("EUR", 100.0), 10.0))
account.orders.append(
protoex.Order(1, "EURUSD", protoex.OrderSide.buy,
protoex.OrderType.market, 1.23456, 1000.0, 0.0, 0.0))
account.orders.append(
protoex.Order(2, "EURUSD", protoex.OrderSide.sell,
protoex.OrderType.limit, 1.0, 100.0, 0.0, 0.0))
account.orders.append(
protoex.Order(3, "EURUSD", protoex.OrderSide.buy,
protoex.OrderType.stop, 1.5, 10.0, 0.0, 0.0))
sender.send(account)
receiver = MyFinalReceiver()
# Receive data from the sender
index1 %= sender.buffer.size
index2 %= sender.buffer.size
index2 = max(index1, index2)
receiver.receive(sender.buffer, 0, index1)
receiver.receive(sender.buffer, index1, index2 - index1)
receiver.receive(sender.buffer, index2, sender.buffer.size - index2)
return receiver.check()