def test_securities_history(ses):
response = ses.get(base_url + '/orders')
ticker_sym = ''
if response.ok:
orders_dict1 = orders.orders_dict(ses)
for ord_id in orders_dict1:
ticker_sym = orders_dict1[ord_id].ticker
break
else:
raise ApiException('Authorization Error: Please check API key.')
payload = {'ticker': ticker_sym}
response = ses.get(base_url + '/history', params=payload)
if response.ok:
sec_history_json = response.json()
sec_history_json1 = sh.security_history_json(ses, ticker_sym)
sec_history_json2 = sec_history
if (sec_history_json1 != sec_history_json2):
raise AssertionError("Sec hist json not eq")
sec_history_dict1 = sh.security_history_dict(ses, ticker_sym)
sec_history_dict2 = {
sh.Security_History(sec_hist).tick: sh.Security_History(sec_hist)
for sec_hist in sec_history_json
}
if (sec_history_dict1 != sec_history_dict2):
raise AssertionError("Sec hist dict not eq")
else:
raise ApiException('Authorization Error: Please check API key.')
def test_securities_book(ses):
response = ses.get(base_url + '/orders')
ticker_sym = ''
if response.ok:
orders_dict1 = orders.orders_dict(ses)
for ord_id in orders_dict1:
ticker_sym = orders_dict1[ord_id].ticker
break
else:
raise ApiException('Authorization Error: Please check API key.')
payload = {'ticker': ticker_sym}
response = ses.get(base_url + '/securities/book', params=payload)
if response.ok:
sec_book = response.json()
_side = 'bids'
_param = 'price'
sec_info1 = sb.get_security_info(ses, ticker_sym, _side, _param)
sec_info2 = sec_book[_side][0][_param]
if (sec_info1 != sec_info2):
raise AssertionError("Security info not equal")
best_bid1 = sb.get_best_bid(ses, ticker_sym)
best_bid2 = sec_book['bids'][0]
if (best_bid1 != best_bid2):
raise AssertionError("Best bids not equal")
best_ask1 = sb.get_best_ask(ses, ticker_sym)
best_ask2 = sec_book['asks'][0]
if (best_ask1 != best_ask2):
raise AssertionError("Best asks not equal")
bbo1 = sb.get_bbo(ses, ticker_sym)
bbo2 = {'best_bid': best_bid1, 'best_ask': best_ask1}
if (bbo1 != bbo2):
raise AssertionError("Best bid and offer not equal")
all_bids1 = sb.get_all_bids(ses, ticker_sym)
all_bids2 = sec_book['bids']
if (all_bids1 != all_bids2):
raise AssertionError("All bids not equal")
all_asks1 = sb.get_all_asks(ses, ticker_sym)
all_asks2 = sec_book['asks']
if (all_asks1 != all_asks2):
raise AssertionError("All asks not equal")
all_ba1 = sb.get_all_bids_asks(ses, ticker_sym)
all_ba2 = sec_book
if (all_ba1 != all_ba2):
raise AssertionError("All bids/asks not equal")
else:
raise ApiException('Authorization Error: Please check API key.')
def test_orders(ses):
response = ses.get(base_url + '/orders')
if response.ok:
order_json = response.json()
orders_json1 = orders.orders_json(ses)
orders_json2 = order_json
if (orders_json1 != orders_json2):
raise AssertionError("Orders JSON not equal")
orders_dict1 = orders.orders_dict(ses)
orders_dict2 = {(orders.Order(ord)).order_id: orders.Order(ord)
for ord in order_json}
if (orders_dict1 != orders_dict2):
raise AssertionError("Orders dict not equal")
for ord_id in orders_dict1:
orders_obj1 = orders.order(ses, ord_id)
orders_obj2 = orders.Order(order_json)
if (orders_obj1.__dict__ != orders_obj2.__dict__):
raise AssertionError("Orders obj not equal")
else:
raise ApiException('Authorization Error: Please check API key.')
def test_submit_cancel_orders(ses):
ticker = 'CRZY'
side = 'BUY'
quantity = 100
lim_price = 30
# MARKET ORDER CHECK
mkt_order_params = {
'ticker': ticker,
'type': 'MARKET',
'quantity': quantity,
'action': side
}
response = ses.post(base_url + '/orders', params=mkt_order_params)
if response.ok:
mkt_order = response.json()
orderId = mkt_order['order_id']
else:
raise ApiException('Authorization Error: Please check API key.')
with capture() as market_msg1:
sco.market_order(ses, ticker, side, quantity)
market_msg2 = ('%s %s Market order was submitted and has ID %d' %
(side, quantity, orderId))
if (market_msg1 != market_msg2):
raise AssertionError("Market order msg not equal")
# LIMIT ORDER CHECK
lim_order_params = {
'ticker': ticker,
'type': 'LIMIT',
'quantity': quantity,
'price': price,
'action': side
}
response = ses.post(base_url + '/orders', params=lim_order_params)
if response.ok:
lim_order = response.json()
orderId = lim_order['order_id']
else:
raise ApiException('Authorization Error: Please check API key.')
with capture() as limit_msg1:
sco.limit_order(ses, TICKER, side, qty, lim_price)
limit_msg2 = ("%s %s Limit order was submitted and has ID %d" %
(side, quantity, orderId))
if (limit_msg1 != limit_msg2):
raise AssertionError("Limit order msg not equal")
# Make sure there are unfufilled orders present in the book first
# CANCEL ORDER TEST
response = ses.get(base_url + '/orders')
if response.ok:
orders_dict = orders.orders_dict(ses)
for ord_id in orders_dict:
with capture() as cancel_msg1:
sco.cancel_order(ses, ord_id)
cancel_msg2 = ('Order ' + ord_id + ' was successfully cancelled.')
if (cancel_msg1 != cancel_msg2):
raise AssertionError("Cancel order msg not equal")
else:
raise ApiException('Authorization Error: Please check API key.')