def test_proposed_trade_cache_timeout(self):
"""
Test the timeout method of a proposed trade request in the cache
"""
ask = Ask(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
order = Order(OrderId(TraderId("0"), OrderNumber(23)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.market_community.order_book.insert_ask(ask)
self.assertEqual(len(self.market_community.order_book.asks), 1)
self.market_community.order_manager.order_repository.add(order)
order.reserve_quantity_for_tick(self.proposed_trade.recipient_order_id,
Quantity(30, 'DUM2'))
self.market_community.order_manager.order_repository.update(order)
mocked_match_message = MockObject()
mocked_match_message.payload = MockObject()
mocked_match_message.payload.matchmaker_trader_id = 'a'
self.market_community.incoming_match_messages[
'a'] = mocked_match_message
def mocked_send_decline(*_):
mocked_send_decline.called = True
mocked_send_decline.called = False
self.market_community.send_decline_match_message = mocked_send_decline
cache = ProposedTradeRequestCache(self.market_community,
self.proposed_trade, 'a')
cache.on_timeout()
self.assertTrue(mocked_send_decline.called)
def test_from_network(self):
# Test for from network
data = Payment.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b"0"),
"transaction_id":
TransactionId(TraderId(b'2'), TransactionNumber(2)),
"transferred_assets":
AssetAmount(3, 'BTC'),
"address_from":
WalletAddress('a'),
"address_to":
WalletAddress('b'),
"payment_id":
PaymentId('aaa'),
"timestamp":
Timestamp(4.0),
"success":
True
}))
self.assertEquals(TraderId(b"0"), data.trader_id)
self.assertEquals(TransactionId(TraderId(b'2'), TransactionNumber(2)),
data.transaction_id)
self.assertEquals(AssetAmount(3, 'BTC'), data.transferred_assets)
self.assertEquals(Timestamp(4.0), data.timestamp)
self.assertTrue(data.success)
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask2 = Ask(OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask3 = Ask(OrderId(TraderId('0'), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')), Timeout(100), Timestamp.now())
self.ask4 = Ask(OrderId(TraderId('1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')), Timeout(100), Timestamp.now())
self.ask5 = Ask(OrderId(TraderId('1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')), Timeout(100), Timestamp.now())
self.bid = Bid(OrderId(TraderId('0'), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.bid2 = Bid(OrderId(TraderId('0'), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask_order = Order(OrderId(TraderId('9'), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId('9'), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('9'), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId('9'), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook()
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id": TraderId('0'),
"message_id": MessageId(TraderId('0'), MessageNumber(1)),
"order_number": OrderNumber(1),
"recipient_order_id": OrderId(TraderId('1'),
OrderNumber(2)),
"proposal_id": 1234,
"timestamp": Timestamp(1462224447.117),
"price": Price(63400, 'BTC'),
"quantity": Quantity(30, 'MC')
}))
self.assertEquals(MessageId(TraderId('0'), MessageNumber(1)),
data.message_id)
self.assertEquals(OrderId(TraderId('0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1234, data.proposal_id)
self.assertEquals(Price(63400, 'BTC'), data.price)
self.assertEquals(Quantity(30, 'MC'), data.quantity)
self.assertEquals(Timestamp(1462224447.117), data.timestamp)
def test_from_network(self):
# Test for from network
data = Payment.from_network(
type(
'Data', (object, ), {
"message_id":
MessageId(TraderId("0"), MessageNumber(1)),
"transaction_id":
TransactionId(TraderId('2'), TransactionNumber(2)),
"transferee_quantity":
Quantity(3, 'MC'),
"transferee_price":
Price(2, 'BTC'),
"address_from":
WalletAddress('a'),
"address_to":
WalletAddress('b'),
"payment_id":
PaymentId('aaa'),
"timestamp":
Timestamp(4.0),
"success":
True
}))
self.assertEquals(MessageId(TraderId("0"), MessageNumber(1)),
data.message_id)
self.assertEquals(TransactionId(TraderId('2'), TransactionNumber(2)),
data.transaction_id)
self.assertEquals(Quantity(3, 'MC'), data.transferee_quantity)
self.assertEquals(Price(2, 'BTC'), data.transferee_price)
self.assertEquals(Timestamp(4.0), data.timestamp)
self.assertTrue(data.success)
def from_database(cls, data, reserved_ticks):
"""
Create an Order object based on information in the database.
"""
(trader_id, order_number, asset1_amount, asset1_type, asset2_amount,
asset2_type, traded_quantity, timeout, order_timestamp,
completed_timestamp, is_ask, cancelled, verified) = data
order_id = OrderId(TraderId(bytes(trader_id)),
OrderNumber(order_number))
order = cls(
order_id,
AssetPair(AssetAmount(asset1_amount, str(asset1_type)),
AssetAmount(asset2_amount, str(asset2_type))),
Timeout(timeout), Timestamp(order_timestamp), bool(is_ask))
order._traded_quantity = traded_quantity
order._cancelled = bool(cancelled)
order._verified = verified
if completed_timestamp:
order._completed_timestamp = Timestamp(completed_timestamp)
for reserved_order_id, quantity in reserved_ticks:
order.reserved_ticks[reserved_order_id] = quantity
order._reserved_quantity += quantity
return order
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask2 = Ask(OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask3 = Ask(OrderId(TraderId(b'0'), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')), Timeout(100), Timestamp.now())
self.ask4 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')), Timeout(100), Timestamp.now())
self.ask5 = Ask(OrderId(TraderId(b'1'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')), Timeout(100), Timestamp.now())
self.bid = Bid(OrderId(TraderId(b'0'), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.bid2 = Bid(OrderId(TraderId(b'0'), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.ask_order = Order(OrderId(TraderId(b'9'), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId(b'9'), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(OrderId(TraderId(b'9'), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
self.order_book = OrderBook()
self.price_time_strategy = PriceTimeStrategy(self.order_book)
def test_from_network(self):
# Test for from network
data = StartTransaction.from_network(
type(
'Data', (object, ), {
"trader_id": TraderId('0'),
"message_number": MessageNumber("1"),
"transaction_trader_id": TraderId('0'),
"transaction_number": TransactionNumber(1),
"order_trader_id": TraderId('0'),
"order_number": OrderNumber(1),
"recipient_trader_id": TraderId('1'),
"recipient_order_number": OrderNumber(2),
"proposal_id": 1235,
"price": Price(300, 'BTC'),
"quantity": Quantity(20, 'MC'),
"timestamp": Timestamp(0.0)
}))
self.assertEquals(MessageId(TraderId("0"), MessageNumber("1")),
data.message_id)
self.assertEquals(TransactionId(TraderId("0"), TransactionNumber(1)),
data.transaction_id)
self.assertEquals(OrderId(TraderId('0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1235, data.proposal_id)
self.assertEquals(Timestamp(0.0), data.timestamp)
def test_from_network(self):
# Test for from network
data = StartTransaction.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId('0'),
"transaction_id":
TransactionId(TraderId('0'), TransactionNumber(1)),
"order_id":
OrderId(TraderId('0'), OrderNumber(1)),
"recipient_order_id":
OrderId(TraderId('1'), OrderNumber(2)),
"proposal_id":
1235,
"assets":
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(40, 'MC')),
"timestamp":
Timestamp(0.0)
}))
self.assertEquals(TraderId("0"), data.trader_id)
self.assertEquals(TransactionId(TraderId("0"), TransactionNumber(1)),
data.transaction_id)
self.assertEquals(OrderId(TraderId('0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1235, data.proposal_id)
self.assertEquals(Timestamp(0.0), data.timestamp)
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId(b"0"), TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId(b'0'), OrderNumber(2)),
OrderId(TraderId(b'1'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(TraderId(b'0'),
OrderId(TraderId(b'0'), OrderNumber(2)),
OrderId(TraderId(b'1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), Timestamp(0.0))
self.tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.order_timestamp = Timestamp.now()
self.order = Order(OrderId(TraderId(b"0"), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(OrderId(TraderId(b"0"), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5), Timestamp(time.time() - 1000), True)
self.order2.set_verified()
def test_trade_tick(self):
"""
Test the trade tick method in an order book
"""
self.order_book.insert_ask(self.ask)
self.order_book.insert_bid(self.bid)
self.order_book.insert_ask(self.ask2)
self.order_book.insert_bid(self.bid2)
# Trade self.ask <-> self.bid
self.order_book.trade_tick(self.ask.order_id, self.bid.order_id,
Quantity(20, 'MC'), Timestamp.now())
self.assertTrue(self.order_book.tick_exists(self.ask.order_id))
self.assertTrue(self.order_book.tick_exists(self.bid.order_id))
self.assertEqual(
self.order_book.get_tick(self.ask.order_id).tick.quantity,
Quantity(10, 'MC'))
self.assertEqual(
self.order_book.get_tick(self.bid.order_id).tick.quantity,
Quantity(10, 'MC'))
# Trade self.bid2 <-> self.ask2
self.order_book.trade_tick(self.bid2.order_id, self.ask2.order_id,
Quantity(30, 'MC'), Timestamp.now())
self.assertTrue(self.order_book.tick_exists(self.ask2.order_id))
self.assertTrue(self.order_book.tick_exists(self.bid2.order_id))
self.assertEqual(
self.order_book.get_tick(self.ask2.order_id).tick.quantity,
Quantity(0, 'MC'))
self.assertEqual(
self.order_book.get_tick(self.bid2.order_id).tick.quantity,
Quantity(0, 'MC'))
def get_tx_done_block(ask_amount, bid_amount, traded_amount,
ask_total_traded, bid_total_traded):
ask_pair = AssetPair(AssetAmount(ask_amount, 'BTC'),
AssetAmount(ask_amount, 'MB'))
bid_pair = AssetPair(AssetAmount(bid_amount, 'BTC'),
AssetAmount(bid_amount, 'MB'))
ask = Order(OrderId(TraderId('0' * 40), OrderNumber(1)), ask_pair,
Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId('1' * 40), OrderNumber(1)), bid_pair,
Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(
TransactionId(TraderId('0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(traded_amount, 'BTC'),
AssetAmount(traded_amount, 'MB')),
OrderId(TraderId('0' * 40), OrderNumber(1)),
OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0))
tx.transferred_assets.first += AssetAmount(traded_amount, 'BTC')
tx.transferred_assets.second += AssetAmount(traded_amount, 'MB')
tx_done_block = MarketBlock()
tx_done_block.type = 'tx_done'
tx_done_block.transaction = {
'ask': ask.to_status_dictionary(),
'bid': bid.to_status_dictionary(),
'tx': tx.to_dictionary(),
'version': MarketCommunity.PROTOCOL_VERSION
}
tx_done_block.transaction['ask']['address'], tx_done_block.transaction[
'ask']['port'] = "1.1.1.1", 1234
tx_done_block.transaction['bid']['address'], tx_done_block.transaction[
'bid']['port'] = "1.1.1.1", 1234
return tx_done_block
def setUp(self, annotate=True):
yield super(TestDatabase, self).setUp(annotate=annotate)
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir())
self.order_id1 = OrderId(TraderId('3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId('4'), OrderNumber(5))
self.order1 = Order(self.order_id1, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, Price(5,
'EUR'), Quantity(6, 'BTC'),
Timeout(3600), Timestamp.now(), False)
self.transaction_id1 = TransactionId(TraderId("0"),
TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1,
Price(100, 'BTC'), Quantity(30, 'MC'),
OrderId(TraderId("0"), OrderNumber(1)),
OrderId(TraderId("1"), OrderNumber(2)),
Timestamp(20.0))
self.payment1 = Payment(MessageId(TraderId("0"), MessageNumber("4")),
self.transaction_id1, Quantity(5, 'MC'),
Price(6, 'BTC'), WalletAddress('abc'),
WalletAddress('def'), PaymentId("abc"),
Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
def test_from_network(self):
# Test for from network
data = ProposedTrade.from_network(
type(
'Data', (object, ), {
"trader_id":
TraderId(b'0'),
"order_number":
OrderNumber(1),
"recipient_order_id":
OrderId(TraderId('1'), OrderNumber(2)),
"proposal_id":
1234,
"timestamp":
Timestamp(1462224447.117),
"assets":
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
}))
self.assertEquals(TraderId(b'0'), data.trader_id)
self.assertEquals(OrderId(TraderId(b'0'), OrderNumber(1)),
data.order_id)
self.assertEquals(OrderId(TraderId(b'1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1234, data.proposal_id)
self.assertEquals(
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
data.assets)
self.assertEquals(Timestamp(1462224447.117), data.timestamp)
def setUp(self, annotate=True):
yield super(MatchingEngineTestSuite, self).setUp(annotate=annotate)
# Object creation
self.ask = Ask(
OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId('4'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId('5'), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId('6'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(
PriceTimeStrategy(self.order_book))
self.ask_count = 2
self.bid_count = 2
def setUp(self):
yield super(TestDatabase, self).setUp()
path = os.path.join(self.getStateDir(), 'sqlite')
if not os.path.exists(path):
os.makedirs(path)
self.database = MarketDB(self.getStateDir(), 'market')
self.order_id1 = OrderId(TraderId(b'3'), OrderNumber(4))
self.order_id2 = OrderId(TraderId(b'4'), OrderNumber(5))
self.order1 = Order(self.order_id1, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
self.order2 = Order(self.order_id2, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
self.order2.reserve_quantity_for_tick(OrderId(TraderId(b'3'), OrderNumber(4)), 3)
self.transaction_id1 = TransactionId(TraderId(b"0"), TransactionNumber(4))
self.transaction1 = Transaction(self.transaction_id1, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b"0"), OrderNumber(1)),
OrderId(TraderId(b"1"), OrderNumber(2)), Timestamp(20.0))
self.payment1 = Payment(TraderId(b"0"), self.transaction_id1, AssetAmount(5, 'BTC'),
WalletAddress('abc'), WalletAddress('def'), PaymentId("abc"), Timestamp(20.0), False)
self.transaction1.add_payment(self.payment1)
def setUp(self):
# Object creation
self.memory_order_repository = MemoryOrderRepository("0")
self.order_id = OrderId(TraderId(b"0"), OrderNumber(1))
self.order = Order(self.order_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10.0), False)
self.order2 = Order(self.order_id, AssetPair(AssetAmount(1000, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10.0), False)
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('1'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timestamp(1462224447.117))
self.declined_trade = Trade.decline(MessageId(TraderId('0'), MessageNumber('message_number')),
Timestamp(1462224447.117), self.proposed_trade)
def setUp(self, annotate=True):
yield super(TestMarketBlock, self).setUp(annotate=annotate)
self.ask = Ask(
OrderId(TraderId('0' * 40), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0.0), True)
self.bid = Ask(
OrderId(TraderId('1' * 40), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0.0), False)
self.transaction = Transaction(
TransactionId(TraderId('0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId('0' * 40), OrderNumber(1)),
OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0))
ask_tx = self.ask.to_block_dict()
ask_tx["address"], ask_tx["port"] = "127.0.0.1", 1337
bid_tx = self.bid.to_block_dict()
bid_tx["address"], bid_tx["port"] = "127.0.0.1", 1337
self.tick_block = MarketBlock()
self.tick_block.type = 'tick'
self.tick_block.transaction = {'tick': ask_tx}
self.cancel_block = MarketBlock()
self.cancel_block.type = 'cancel_order'
self.cancel_block.transaction = {
'trader_id': 'a' * 40,
'order_number': 1
}
self.tx_block = MarketBlock()
self.tx_block.type = 'tx_init'
self.tx_block.transaction = {
'ask': ask_tx,
'bid': bid_tx,
'tx': self.transaction.to_dictionary()
}
payment = {
'trader_id': 'a' * 40,
'transaction_number': 3,
'transferred': {
'amount': 3,
'type': 'BTC'
},
'payment_id': 'a',
'address_from': 'a',
'address_to': 'b',
'timestamp': 1234.3,
'success': True
}
self.payment_block = MarketBlock()
self.payment_block.type = 'tx_payment'
self.payment_block.transaction = {'payment': payment}
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0'), OrderId(TraderId(b'0'), OrderNumber(1)),
OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.declined_trade = Trade.decline(
TraderId(b'0'), Timestamp(1462224447.117), self.proposed_trade,
DeclinedTradeReason.ORDER_COMPLETED)
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(400, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
Price(800, 'BTC'), Quantity(30, 'MC'),
Timeout(float("inf")), Timestamp(float("inf")), True)
self.side = Side()
def setUp(self):
# Object creation
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.tick2 = Tick(OrderId(TraderId('1'), OrderNumber(2)),
AssetPair(AssetAmount(120, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.side = Side()
def setUp(self):
# Object creation
self.memory_order_repository = MemoryOrderRepository("0")
self.order_id = OrderId(TraderId("0"), OrderNumber(1))
self.order = Order(self.order_id, Price(100,
'BTC'), Quantity(30, 'MC'),
Timeout(0.0), Timestamp(10.0), False)
self.order2 = Order(self.order_id, Price(1000, 'BTC'),
Quantity(30, 'MC'), Timeout(0.0), Timestamp(10.0),
False)
def setUp(self):
# Object creation
self.proposed_trade = Trade.propose(
TraderId(b'0'), OrderId(TraderId(b'0'), OrderNumber(1)),
OrderId(TraderId(b'1'), OrderNumber(2)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.counter_trade = Trade.counter(
TraderId(b'0'),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117), self.proposed_trade)
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)), AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(10, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def update_ticks(self, ask_order_dict, bid_order_dict, traded_quantity, unreserve=True):
"""
Update ticks according to a TradeChain block containing the status of the ask/bid orders.
:type ask_order_dict: dict
:type bid_order_dict: dict
:type traded_quantity: Quantity
:type unreserve: bool
"""
assert isinstance(ask_order_dict, dict), type(ask_order_dict)
assert isinstance(bid_order_dict, dict), type(bid_order_dict)
assert isinstance(traded_quantity, Quantity), type(traded_quantity)
assert isinstance(unreserve, bool), type(unreserve)
ask_order_id = OrderId(TraderId(ask_order_dict["trader_id"]), OrderNumber(ask_order_dict["order_number"]))
bid_order_id = OrderId(TraderId(bid_order_dict["trader_id"]), OrderNumber(bid_order_dict["order_number"]))
self._logger.debug("Updating ticks in order book: %s and %s (traded quantity: %s)",
str(ask_order_id), str(bid_order_id), str(traded_quantity))
# Update ask tick
new_ask_quantity = Quantity(ask_order_dict["quantity"] - ask_order_dict["traded_quantity"],
ask_order_dict["quantity_type"])
if self.tick_exists(ask_order_id) and new_ask_quantity <= self.get_tick(ask_order_id).quantity:
tick = self.get_tick(ask_order_id)
tick.quantity = new_ask_quantity
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.quantity <= Quantity(0, ask_order_dict["quantity_type"]):
self.remove_tick(tick.order_id)
self.completed_orders.append(tick.order_id)
elif not self.tick_exists(ask_order_id) and new_ask_quantity > Quantity(0, ask_order_dict["quantity_type"]):
ask = Ask(ask_order_id, Price(ask_order_dict["price"], ask_order_dict["price_type"]),
new_ask_quantity, Timeout(ask_order_dict["timeout"]), Timestamp(ask_order_dict["timestamp"]))
self.insert_ask(ask)
# Update bid tick
new_bid_quantity = Quantity(bid_order_dict["quantity"] - bid_order_dict["traded_quantity"],
bid_order_dict["quantity_type"])
if self.tick_exists(bid_order_id) and new_bid_quantity <= self.get_tick(bid_order_id).quantity:
tick = self.get_tick(bid_order_id)
tick.quantity = new_bid_quantity
if unreserve:
tick.release_for_matching(traded_quantity)
if tick.quantity <= Quantity(0, bid_order_dict["quantity_type"]):
self.remove_tick(tick.order_id)
self.completed_orders.append(tick.order_id)
elif not self.tick_exists(bid_order_id) and new_bid_quantity > Quantity(0, bid_order_dict["quantity_type"]):
bid = Bid(bid_order_id, Price(bid_order_dict["price"], bid_order_dict["price_type"]),
new_bid_quantity, Timeout(bid_order_dict["timeout"]), Timestamp(bid_order_dict["timestamp"]))
self.insert_bid(bid)
def setUp(self, annotate=True):
yield super(TickEntryTestSuite, self).setUp(annotate=annotate)
# Object creation
tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
tick = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(1)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(0.0),
Timestamp(0.0), True)
tick2 = Tick(MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(2)),
Price(63400, 'BTC'), Quantity(30, 'MC'), Timeout(100),
Timestamp.now(), True)
self.price_level = PriceLevel('MC')
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self, annotate=True):
yield super(CommunityTestSuite, self).setUp(annotate=annotate)
dummy1_wallet = DummyWallet1()
dummy2_wallet = DummyWallet2()
self.market_community = MarketCommunity(self.dispersy,
self.master_member,
self.member)
self.market_community.initialize(wallets={
dummy1_wallet.get_identifier():
dummy1_wallet,
dummy2_wallet.get_identifier():
dummy2_wallet
},
use_database=False)
self.market_community.use_local_address = True
self.dispersy._lan_address = ("127.0.0.1", 1234)
self.dispersy._endpoint.open(self.dispersy)
self.dispersy.attach_community(self.market_community)
eccrypto = ECCrypto()
ec = eccrypto.generate_key(u"curve25519")
member = Member(self.dispersy, ec, 1)
trader_id = hashlib.sha1(member.public_key).digest().encode('hex')
self.ask = Ask(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1234)),
Price(63400, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600),
Timestamp.now())
self.ask.sign(member)
self.bid = Bid(
MessageId(TraderId('1'), MessageNumber('message_number')),
OrderId(TraderId(trader_id), OrderNumber(1235)),
Price(343, 'DUM1'), Quantity(22, 'DUM2'), Timeout(3600),
Timestamp.now())
self.bid.sign(member)
self.order = Order(
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timeout(3600.0),
Timestamp.now(), False)
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('message_number')),
OrderId(TraderId('0'), OrderNumber(23)),
OrderId(TraderId(self.market_community.mid), OrderNumber(24)),
Price(20, 'DUM1'), Quantity(30, 'DUM2'), Timestamp.now())
def test_from_network(self):
# Test for from network
data = DeclinedTrade.from_network(type('Data', (object,), {"trader_id": TraderId('0'),
"message_number": MessageNumber('message_number'),
"order_number": OrderNumber(1),
"recipient_trader_id": TraderId('1'),
"recipient_order_number": OrderNumber(2),
"proposal_id": 1235,
"timestamp": Timestamp(1462224447.117),}))
self.assertEquals(MessageId(TraderId('0'), MessageNumber('message_number')), data.message_id)
self.assertEquals(OrderId(TraderId('1'), OrderNumber(2)),
data.recipient_order_id)
self.assertEquals(1235, data.proposal_id)
self.assertEquals(Timestamp(1462224447.117), data.timestamp)
def setUp(self):
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MC')),
Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(10, 'MC', 'BTC'))
self.tick_entry1 = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick, self.price_level)
self.tick_entry3 = TickEntry(tick, self.price_level)
self.tick_entry4 = TickEntry(tick, self.price_level)
self.tick_entry5 = TickEntry(tick2, self.price_level)
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(1)), Timestamp(0.0))
self.proposed_trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')), Timestamp(0.0))
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(float("inf")), True)
self.order_timestamp = Timestamp.now()
self.order = Order(OrderId(TraderId("0"), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(OrderId(TraderId("0"), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(5, 'MC')),
Timeout(5), Timestamp(time.time() - 1000), True)
self.order2.set_verified()
def create_payment_message(self, message_id, payment_id, transaction, transferred_assets, success):
payment_message = Payment(message_id, transaction.transaction_id, transferred_assets,
transaction.outgoing_address, transaction.partner_incoming_address,
payment_id, Timestamp.now(), success)
transaction.add_payment(payment_message)
self.transaction_repository.update(transaction)
return payment_message
def setUp(self):
yield super(MatchingEngineTestSuite, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp.now())
self.bid = Bid(OrderId(TraderId('4'), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp.now())
self.ask_order = Order(OrderId(TraderId('5'), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(OrderId(TraderId('6'), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), False)
self.order_book = OrderBook()
self.matching_engine = MatchingEngine(PriceTimeStrategy(self.order_book))
self.ask_count = 2
self.bid_count = 2
def add_trade(self, other_order_id, quantity):
self._logger.debug("Adding trade for order %s with quantity %s (other id: %s)",
str(self.order_id), quantity, str(other_order_id))
self._traded_quantity += quantity
self.release_quantity_for_tick(other_order_id, quantity)
assert self.available_quantity >= 0, str(self.available_quantity)
if self.is_complete():
self._completed_timestamp = Timestamp.now()
def from_proposed_trade(cls, proposed_trade, transaction_id):
"""
:param proposed_trade: The proposed trade to create the transaction for
:param transaction_id: The transaction id to use for this transaction
:type proposed_trade: ProposedTrade
:type transaction_id: TransactionId
:return: The created transaction
:rtype: Transaction
"""
return cls(transaction_id, proposed_trade.assets, proposed_trade.recipient_order_id,
proposed_trade.order_id, Timestamp.now())
class TimestampTestSuite(unittest.TestCase):
"""Timestamp test cases."""
def setUp(self):
# Object creation
self.timestamp = Timestamp(1462224447.117)
self.timestamp2 = Timestamp(1462224447.117)
self.timestamp3 = Timestamp(1305743832.438)
def test_init(self):
# Test for init validation
with self.assertRaises(ValueError):
Timestamp(-1.0)
with self.assertRaises(ValueError):
Timestamp("1")
def test_now(self):
# Test for Timestamp.now
self.assertAlmostEqual(time.time(), float(Timestamp.now()), delta=.1)
def test_conversion(self):
# Test for conversions
self.assertEqual(1462224447.117, float(self.timestamp))
# We cannot check the exact timestamp since this is specific to the configured time zone
self.assertTrue(str(self.timestamp))
def test_comparison(self):
# Test for comparison
self.assertTrue(self.timestamp3 < self.timestamp)
self.assertTrue(self.timestamp > self.timestamp3)
self.assertTrue(self.timestamp3 < 1405743832.438)
self.assertTrue(self.timestamp <= 1462224447.117)
self.assertTrue(self.timestamp > 1362224447.117)
self.assertTrue(self.timestamp3 >= 1305743832.438)
self.assertEqual(NotImplemented, self.timestamp.__lt__(10))
self.assertEqual(NotImplemented, self.timestamp.__le__(10))
self.assertEqual(NotImplemented, self.timestamp.__gt__(10))
self.assertEqual(NotImplemented, self.timestamp.__ge__(10))
def test_equality(self):
# Test for equality
self.assertTrue(self.timestamp == self.timestamp2)
self.assertTrue(self.timestamp != self.timestamp3)
self.assertFalse(self.timestamp == 6)
def test_hash(self):
# Test for hashes
self.assertEqual(self.timestamp.__hash__(), self.timestamp2.__hash__())
self.assertNotEqual(self.timestamp.__hash__(), self.timestamp3.__hash__())
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(30), Timestamp(0.0), True)
self.tick2 = Tick(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0), False)
self.order_ask = Order(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
self.order_bid = Order(OrderId(TraderId('0'), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), False)
def test_update_ticks(self):
"""
Test updating ticks in an order book
"""
self.order_book.insert_ask(self.ask)
self.order_book.insert_bid(self.bid)
ask_dict = {
"trader_id": str(self.ask.order_id.trader_id),
"order_number": int(self.ask.order_id.order_number),
"assets": self.ask.assets.to_dictionary(),
"traded": 100,
"timeout": 3600,
"timestamp": float(Timestamp.now())
}
bid_dict = {
"trader_id": str(self.bid.order_id.trader_id),
"order_number": int(self.bid.order_id.order_number),
"assets": self.bid.assets.to_dictionary(),
"traded": 100,
"timeout": 3600,
"timestamp": float(Timestamp.now())
}
self.order_book.get_tick(self.ask.order_id).reserve_for_matching(100)
self.order_book.get_tick(self.bid.order_id).reserve_for_matching(100)
self.order_book.update_ticks(ask_dict, bid_dict, 100, unreserve=True)
self.assertEqual(len(self.order_book.asks), 0)
self.assertEqual(len(self.order_book.bids), 1)
self.order_book.remove_bid(self.bid.order_id)
ask_dict["traded"] = 50
bid_dict["traded"] = 50
self.order_book.completed_orders = []
self.order_book.update_ticks(ask_dict, bid_dict, 100)
self.assertEqual(len(self.order_book.asks), 1)
self.assertEqual(len(self.order_book.bids), 1)
def create_bid_order(self, assets, timeout):
"""
Create a bid order (buy order)
:param assets: The assets to be exchanged
:param timeout: The timeout of the order, when does the order need to be timed out
:type assets: AssetPair
:type timeout: Timeout
:return: The order that is created
:rtype: Order
"""
order = Order(self.order_repository.next_identity(), assets, timeout, Timestamp.now(), False)
self.order_repository.add(order)
self._logger.info("Bid order created with id: " + str(order.order_id))
return order
def setUp(self):
yield super(TickEntryTestSuite, self).setUp()
# Object creation
tick = Tick(OrderId(TraderId(b'0'), OrderNumber(1)), AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0.0), True)
tick2 = Tick(OrderId(TraderId(b'0'), OrderNumber(2)),
AssetPair(AssetAmount(63400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now(), True)
self.price_level = PriceLevel(Price(100, 'MB', 'BTC'))
self.tick_entry = TickEntry(tick, self.price_level)
self.tick_entry2 = TickEntry(tick2, self.price_level)
def setUp(self):
yield super(AbstractTestOrderBook, self).setUp()
# Object creation
self.ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.invalid_ask = Ask(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0))
self.ask2 = Ask(OrderId(TraderId('1'), OrderNumber(1)),
AssetPair(AssetAmount(400, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.bid = Bid(OrderId(TraderId('2'), OrderNumber(1)),
AssetPair(AssetAmount(200, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.invalid_bid = Bid(OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')), Timeout(0), Timestamp(0.0))
self.bid2 = Bid(OrderId(TraderId('3'), OrderNumber(1)),
AssetPair(AssetAmount(300, 'BTC'), AssetAmount(30, 'MB')), Timeout(100), Timestamp.now())
self.trade = Trade.propose(TraderId('0'),
OrderId(TraderId('0'), OrderNumber(1)),
OrderId(TraderId('0'), OrderNumber(1)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
Timestamp(1462224447.117))
self.order_book = OrderBook()
def create_bid(self, amount1, amount2):
"""
Create a bid with a specific price and quantity
"""
new_bid = Bid(OrderId(TraderId('3'), OrderNumber(self.bid_count)),
AssetPair(AssetAmount(amount1, 'BTC'), AssetAmount(amount2, 'MB')), Timeout(30), Timestamp.now())
self.bid_count += 1
return new_bid
def create_ask(self, amount1, amount2):
"""
Create an ask with a specific price and quantity
"""
new_ask = Ask(OrderId(TraderId('2'), OrderNumber(self.ask_count)),
AssetPair(AssetAmount(amount1, 'BTC'), AssetAmount(amount2, 'MB')), Timeout(30), Timestamp.now())
self.ask_count += 1
return new_ask
def setUp(self):
# Object creation
self.timestamp = Timestamp(1462224447.117)
self.timestamp2 = Timestamp(1462224447.117)
self.timestamp3 = Timestamp(1305743832.438)
def test_now(self):
# Test for Timestamp.now
self.assertAlmostEqual(time.time(), float(Timestamp.now()), delta=.1)
def get_tick_block(return_ask, pair):
tick_cls = Ask if return_ask else Bid
ask = tick_cls(OrderId(TraderId('0' * 40), OrderNumber(1)), pair, Timeout(3600), Timestamp.now(), return_ask)
ask_tx = ask.to_block_dict()
ask_tx["address"], ask_tx["port"] = "127.0.0.1", 1337
tick_block = MarketBlock()
tick_block.type = 'ask' if return_ask else 'bid'
tick_block.transaction = {'tick': ask_tx, 'version': MarketCommunity.PROTOCOL_VERSION}
return tick_block
def create_from_start_transaction(self, start_transaction, match_id):
"""
:type start_transaction: StartTransaction
:type match_id: str
:rtype: Transaction
"""
transaction = Transaction(start_transaction.transaction_id, start_transaction.assets,
start_transaction.recipient_order_id, start_transaction.order_id, Timestamp.now())
transaction.match_id = match_id
self.transaction_repository.add(transaction)
self._logger.info("Transaction created with id: %s, asset pair %s",
transaction.transaction_id, transaction.assets)
return transaction
def get_tx_done_block(ask_amount, bid_amount, traded_amount, ask_total_traded, bid_total_traded):
ask_pair = AssetPair(AssetAmount(ask_amount, 'BTC'), AssetAmount(ask_amount, 'MB'))
bid_pair = AssetPair(AssetAmount(bid_amount, 'BTC'), AssetAmount(bid_amount, 'MB'))
ask = Order(OrderId(TraderId('0' * 40), OrderNumber(1)), ask_pair, Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId('1' * 40), OrderNumber(1)), bid_pair, Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(TransactionId(TraderId('0' * 40), TransactionNumber(1)),
AssetPair(AssetAmount(traded_amount, 'BTC'), AssetAmount(traded_amount, 'MB')),
OrderId(TraderId('0' * 40), OrderNumber(1)),
OrderId(TraderId('1' * 40), OrderNumber(1)), Timestamp(0.0))
tx.transferred_assets.first += AssetAmount(traded_amount, 'BTC')
tx.transferred_assets.second += AssetAmount(traded_amount, 'MB')
tx_done_block = MarketBlock()
tx_done_block.type = 'tx_done'
tx_done_block.transaction = {
'ask': ask.to_status_dictionary(),
'bid': bid.to_status_dictionary(),
'tx': tx.to_dictionary(),
'version': MarketCommunity.PROTOCOL_VERSION
}
tx_done_block.transaction['ask']['address'], tx_done_block.transaction['ask']['port'] = "1.1.1.1", 1234
tx_done_block.transaction['bid']['address'], tx_done_block.transaction['bid']['port'] = "1.1.1.1", 1234
return tx_done_block