class TestDatabase(AbstractServer):
@inlineCallbacks
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 test_add_get_order(self):
"""
Test the insertion and retrieval of an order in the database
"""
self.database.add_order(self.order1)
self.database.add_order(self.order2)
orders = self.database.get_all_orders()
self.assertEqual(len(orders), 2)
def test_get_specific_order(self):
"""
Test the retrieval of a specific order
"""
order_id = OrderId(TraderId(b'3'), OrderNumber(4))
self.assertIsNone(self.database.get_order(order_id))
self.database.add_order(self.order1)
self.assertIsNotNone(self.database.get_order(order_id))
def test_delete_order(self):
"""
Test the deletion of an order from the database
"""
self.database.add_order(self.order1)
self.assertEqual(len(self.database.get_all_orders()), 1)
self.database.delete_order(self.order_id1)
self.assertEqual(len(self.database.get_all_orders()), 0)
def test_get_next_order_number(self):
"""
Test the retrieval of the next order number from the database
"""
self.assertEqual(self.database.get_next_order_number(), 1)
self.database.add_order(self.order1)
self.assertEqual(self.database.get_next_order_number(), 5)
def test_add_delete_reserved_ticks(self):
"""
Test the retrieval, addition and deletion of reserved ticks in the database
"""
self.database.add_reserved_tick(self.order_id1, self.order_id2, self.order1.total_quantity)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)), 1)
self.database.delete_reserved_ticks(self.order_id1)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)), 0)
def test_add_get_transaction(self):
"""
Test the insertion and retrieval of a transaction in the database
"""
self.database.add_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
self.assertEqual(len(self.database.get_payments(self.transaction1.transaction_id)), 1)
def test_insert_or_update_transaction(self):
"""
Test the conditional insertion or update of a transaction in the database
"""
# Test insertion
self.database.insert_or_update_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
# Test try to update with older timestamp
before_trans1 = Transaction(self.transaction1.transaction_id, self.transaction1.assets,
self.transaction1.order_id, self.transaction1.partner_order_id,
Timestamp(float(self.transaction1.timestamp) - 1.0))
self.database.insert_or_update_transaction(before_trans1)
transaction = self.database.get_transaction(self.transaction1.transaction_id)
self.assertEqual(float(transaction.timestamp), float(self.transaction1.timestamp))
# Test update with newer timestamp
after_trans1 = Transaction(self.transaction1.transaction_id, self.transaction1.assets,
self.transaction1.order_id, self.transaction1.partner_order_id,
Timestamp(float(self.transaction1.timestamp) + 1.0))
self.database.insert_or_update_transaction(after_trans1)
transaction = self.database.get_transaction(self.transaction1.transaction_id)
self.assertEqual(float(transaction.timestamp), float(after_trans1.timestamp))
def test_get_specific_transaction(self):
"""
Test the retrieval of a specific transaction
"""
transaction_id = TransactionId(TraderId(b'0'), TransactionNumber(4))
self.assertIsNone(self.database.get_transaction(transaction_id))
self.database.add_transaction(self.transaction1)
self.assertIsNotNone(self.database.get_transaction(transaction_id))
def test_delete_transaction(self):
"""
Test the deletion of a transaction from the database
"""
self.database.add_transaction(self.transaction1)
self.assertEqual(len(self.database.get_all_transactions()), 1)
self.database.delete_transaction(self.transaction_id1)
self.assertEqual(len(self.database.get_all_transactions()), 0)
def test_get_next_transaction_number(self):
"""
Test the retrieval of the next transaction number from the database
"""
self.assertEqual(self.database.get_next_transaction_number(), 1)
self.database.add_transaction(self.transaction1)
self.assertEqual(self.database.get_next_transaction_number(), 5)
def test_add_get_payment(self):
"""
Test the insertion and retrieval of a payment in the database
"""
self.database.add_payment(self.payment1)
payments = self.database.get_payments(self.transaction_id1)
self.assertEqual(len(payments), 1)
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(self.order1)
self.database.add_tick(ask)
bid = Tick.from_order(self.order2)
self.database.add_tick(bid)
self.assertEqual(len(self.database.get_ticks()), 2)
self.database.delete_all_ticks()
self.assertEqual(len(self.database.get_ticks()), 0)
def test_add_get_trader_identity(self):
"""
Test the addition and retrieval of a trader identity in the database
"""
self.database.add_trader_identity(TraderId(b"a"), "123", 1234)
self.database.add_trader_identity(TraderId(b"b"), "124", 1235)
traders = self.database.get_traders()
self.assertEqual(len(traders), 2)
def test_check_database(self):
"""
Test the check of the database
"""
self.assertEqual(self.database.check_database(six.text_type(LATEST_DB_VERSION)), LATEST_DB_VERSION)
def test_get_upgrade_script(self):
"""
Test fetching the upgrade script of the database
"""
self.assertTrue(self.database.get_upgrade_script(1))
def test_db_upgrade(self):
self.database.execute(u"DROP TABLE orders;")
self.database.execute(u"DROP TABLE ticks;")
self.database.execute(u"CREATE TABLE orders(x INTEGER PRIMARY KEY ASC);")
self.database.execute(u"CREATE TABLE ticks(x INTEGER PRIMARY KEY ASC);")
self.assertEqual(self.database.check_database(u"1"), 3)
class TestDatabase(AbstractServer):
@blocking_call_on_reactor_thread
@inlineCallbacks
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)
@blocking_call_on_reactor_thread
def test_add_get_order(self):
"""
Test the insertion and retrieval of an order in the database
"""
self.database.add_order(self.order1)
orders = self.database.get_all_orders()
self.assertEqual(len(orders), 1)
@blocking_call_on_reactor_thread
def test_get_specific_order(self):
"""
Test the retrieval of a specific order
"""
order_id = OrderId(TraderId('3'), OrderNumber(4))
self.assertIsNone(self.database.get_order(order_id))
self.database.add_order(self.order1)
self.assertIsNotNone(self.database.get_order(order_id))
@blocking_call_on_reactor_thread
def test_delete_order(self):
"""
Test the deletion of an order from the database
"""
self.database.add_order(self.order1)
self.assertEqual(len(self.database.get_all_orders()), 1)
self.database.delete_order(self.order_id1)
self.assertEqual(len(self.database.get_all_orders()), 0)
@blocking_call_on_reactor_thread
def test_get_next_order_number(self):
"""
Test the retrieval of the next order number from the database
"""
self.assertEqual(self.database.get_next_order_number(), 1)
self.database.add_order(self.order1)
self.assertEqual(self.database.get_next_order_number(), 5)
@blocking_call_on_reactor_thread
def test_add_delete_reserved_ticks(self):
"""
Test the retrieval, addition and deletion of reserved ticks in the database
"""
self.database.add_reserved_tick(self.order_id1, self.order_id2,
self.order1.total_quantity)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)),
1)
self.database.delete_reserved_ticks(self.order_id1)
self.assertEqual(len(self.database.get_reserved_ticks(self.order_id1)),
0)
@blocking_call_on_reactor_thread
def test_add_get_transaction(self):
"""
Test the insertion and retrieval of a transaction in the database
"""
self.database.add_transaction(self.transaction1)
transactions = self.database.get_all_transactions()
self.assertEqual(len(transactions), 1)
self.assertEqual(
len(self.database.get_payments(self.transaction1.transaction_id)),
1)
@blocking_call_on_reactor_thread
def test_get_specific_transaction(self):
"""
Test the retrieval of a specific transaction
"""
transaction_id = TransactionId(TraderId('0'), TransactionNumber(4))
self.assertIsNone(self.database.get_transaction(transaction_id))
self.database.add_transaction(self.transaction1)
self.assertIsNotNone(self.database.get_transaction(transaction_id))
@blocking_call_on_reactor_thread
def test_delete_transaction(self):
"""
Test the deletion of a transaction from the database
"""
self.database.add_transaction(self.transaction1)
self.assertEqual(len(self.database.get_all_transactions()), 1)
self.database.delete_transaction(self.transaction_id1)
self.assertEqual(len(self.database.get_all_transactions()), 0)
@blocking_call_on_reactor_thread
def test_get_next_transaction_number(self):
"""
Test the retrieval of the next transaction number from the database
"""
self.assertEqual(self.database.get_next_transaction_number(), 1)
self.database.add_transaction(self.transaction1)
self.assertEqual(self.database.get_next_transaction_number(), 5)
@blocking_call_on_reactor_thread
def test_add_get_payment(self):
"""
Test the insertion and retrieval of a payment in the database
"""
self.database.add_payment(self.payment1)
payments = self.database.get_payments(self.transaction_id1)
self.assertEqual(len(payments), 1)
@blocking_call_on_reactor_thread
def test_add_remove_tick(self):
"""
Test addition, retrieval and deletion of ticks in the database
"""
ask = Tick.from_order(
self.order1,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.database.add_tick(ask)
bid = Tick.from_order(
self.order2,
MessageId(TraderId('0'), MessageNumber('message_number')))
self.database.add_tick(bid)
self.assertEqual(len(self.database.get_ticks()), 2)
self.database.delete_all_ticks()
self.assertEqual(len(self.database.get_ticks()), 0)
@blocking_call_on_reactor_thread
def test_add_get_trader_identity(self):
"""
Test the addition and retrieval of a trader identity in the database
"""
self.database.add_trader_identity("a", "123", 1234)
self.database.add_trader_identity("b", "124", 1235)
traders = self.database.get_traders()
self.assertEqual(len(traders), 2)
self.assertEqual(traders, [("a", "123", 1234), ("b", "124", 1235)])
@blocking_call_on_reactor_thread
def test_check_database(self):
"""
Test the check of the database
"""
self.assertEqual(
self.database.check_database(unicode(LATEST_DB_VERSION)),
LATEST_DB_VERSION)
class TransactionTestSuite(unittest.TestCase):
"""Transaction test cases."""
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, Price(100, 'BTC'),
Quantity(30, 'MC'),
OrderId(TraderId('3'), OrderNumber(2)),
OrderId(TraderId('2'), OrderNumber(1)),
Timestamp(0.0))
self.proposed_trade = Trade.propose(
MessageId(TraderId('0'), MessageNumber('1')),
OrderId(TraderId('0'), OrderNumber(2)),
OrderId(TraderId('1'), OrderNumber(3)), Price(100, 'BTC'),
Quantity(30, 'MC'), Timestamp(0.0))
self.payment = Payment(
MessageId(TraderId("0"), MessageNumber("1")),
TransactionId(TraderId('2'), TransactionNumber(2)),
Quantity(3, 'MC'), Price(2, 'BTC'), WalletAddress('a'),
WalletAddress('b'), PaymentId('aaa'), Timestamp(4.0), True)
def test_from_proposed_trade(self):
# Test from proposed trade
transaction = Transaction.from_proposed_trade(self.proposed_trade,
self.transaction_id)
self.assertEqual(transaction.price, self.transaction.price)
self.assertEqual(transaction.total_quantity,
self.transaction.total_quantity)
self.assertEqual(transaction.timestamp, self.transaction.timestamp)
def test_unitize(self):
"""
Test the unitize method of a Transaction
"""
self.assertEqual(Transaction.unitize(1, 1), 1)
self.assertEqual(Transaction.unitize(0.03, 0.02), 0.04)
self.assertEqual(Transaction.unitize(50, 0.05), 50)
self.assertEqual(Transaction.unitize(50.1818, 25), 75)
def test_add_payment(self):
"""
Test the addition of a payment to a transaction
"""
self.transaction.add_payment(self.payment)
self.assertEqual(self.transaction.transferred_price, Price(2, 'BTC'))
self.assertEqual(self.transaction.transferred_quantity,
Quantity(3, 'MC'))
self.assertTrue(self.transaction.payments)
def test_last_payment(self):
"""
Test the retrieval of the last payment
"""
self.assertIsNone(self.transaction.last_payment(True))
self.assertIsNone(self.transaction.last_payment(False))
self.transaction.add_payment(self.payment)
self.assertEqual(self.transaction.last_payment(True), self.payment)
self.assertEqual(self.transaction.last_payment(False), self.payment)
def test_next_payment(self):
"""
Test the process of determining the next payment details during a transaction
"""
def set_transaction_data(trans_price, trans_quantity, payment_price,
payment_quantity):
self.transaction._transferred_price = trans_price
self.transaction._transferred_quantity = trans_quantity
self.payment._transferee_price = payment_price
self.payment._transferee_quantity = payment_quantity
self.transaction._payments = [self.payment]
# No incremental payments
self.assertEqual(
self.transaction.next_payment(True, 1, incremental=False),
Quantity(30, 'MC'))
self.assertEqual(
self.transaction.next_payment(False, 2, incremental=False),
Price(3000, 'BTC'))
self.assertEqual(
self.transaction.next_payment(True, 1, incremental=True),
Quantity(1, 'MC'))
self.assertEqual(
self.transaction.next_payment(False, 2, incremental=True),
Price(2, 'BTC'))
set_transaction_data(Price(1, 'BTC'), Quantity(1, 'MC'),
Price(1, 'BTC'), Quantity(1, 'MC'))
self.assertEqual(
self.transaction.next_payment(True, 0.1, incremental=True),
Quantity(0.2, 'MC'))
# Test completion of trade
set_transaction_data(Price(3000, 'BTC'), Quantity(29, 'MC'),
Price(1, 'BTC'), Quantity(1, 'MC'))
self.assertEqual(
self.transaction.next_payment(True, 1, incremental=True),
Quantity(1, 'MC'))
set_transaction_data(Price(2900, 'BTC'), Quantity(30, 'MC'),
Price(1, 'BTC'), Quantity(1, 'MC'))
self.assertEqual(
self.transaction.next_payment(False, 1, incremental=True),
Price(100, 'BTC'))
# Test whether we don't transfer too much
set_transaction_data(Price(2999, 'BTC'), Quantity(29, 'MC'),
Price(2999, 'BTC'), Quantity(1, 'MC'))
self.assertEqual(
self.transaction.next_payment(True, 1, incremental=True),
Quantity(1, 'MC'))
set_transaction_data(Price(2999, 'BTC'), Quantity(29, 'MC'),
Price(1, 'BTC'), Quantity(29, 'MC'))
self.assertEqual(
self.transaction.next_payment(False, 1, incremental=True),
Price(1, 'BTC'))
def test_to_dictionary(self):
"""
Test the to dictionary method of a transaction
"""
self.assertDictEqual(
self.transaction.to_dictionary(), {
'trader_id': '0',
'transaction_number': 1,
'order_number': 2,
'partner_trader_id': '2',
'partner_order_number': 1,
'payment_complete': False,
'price': 100.0,
'price_type': 'BTC',
'quantity': 30.0,
'quantity_type': 'MC',
'transferred_price': 0.0,
'transferred_quantity': 0.0,
'timestamp': 0.0,
'status': 'pending'
})
def test_status(self):
"""
Test the status of a transaction
"""
self.assertEqual(self.transaction.status, 'pending')
self.payment._success = False
self.transaction.add_payment(self.payment)
self.assertEqual(self.transaction.status, 'error')
class TransactionTestSuite(unittest.TestCase):
"""Transaction test cases."""
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"), TransactionNumber(1))
self.transaction = Transaction(self.transaction_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB')),
OrderId(TraderId('3'), OrderNumber(2)),
OrderId(TraderId('2'), 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(100, 'MB')), Timestamp(0.0))
self.payment = Payment(TraderId("0"), TransactionId(TraderId('2'), TransactionNumber(2)),
AssetAmount(3, 'MB'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
def test_from_proposed_trade(self):
"""
Test creating a transaction from a proposed trade
"""
transaction = Transaction.from_proposed_trade(self.proposed_trade, self.transaction_id)
self.assertEqual(transaction.assets, self.transaction.assets)
def test_add_payment(self):
"""
Test the addition of a payment to a transaction
"""
self.transaction.add_payment(self.payment)
self.assertEqual(self.transaction.transferred_assets.first.amount, 0)
self.assertEqual(self.transaction.transferred_assets.second.amount, 3)
self.assertTrue(self.transaction.payments)
def test_next_payment(self):
"""
Test the process of determining the next payment details during a transaction
"""
self.assertEqual(self.transaction.next_payment(True), AssetAmount(100, 'BTC'))
self.assertEqual(self.transaction.next_payment(False), AssetAmount(100, 'MB'))
def test_is_payment_complete(self):
"""
Test whether a payment is correctly marked as complete
"""
self.assertFalse(self.transaction.is_payment_complete())
self.transaction.add_payment(self.payment)
self.assertFalse(self.transaction.is_payment_complete())
self.transaction._transferred_assets = AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB'))
self.assertTrue(self.transaction.is_payment_complete())
def test_to_dictionary(self):
"""
Test the to dictionary method of a transaction
"""
self.assertDictEqual(self.transaction.to_dictionary(), {
'trader_id': '0',
'transaction_number': 1,
'order_number': 2,
'partner_trader_id': '2',
'partner_order_number': 1,
'payment_complete': False,
'assets': {
'first': {
'amount': 100,
'type': 'BTC',
},
'second': {
'amount': 100,
'type': 'MB'
}
},
'transferred': {
'first': {
'amount': 0,
'type': 'BTC',
},
'second': {
'amount': 0,
'type': 'MB'
}
},
'timestamp': 0.0,
'status': 'pending'
})
def test_status(self):
"""
Test the status of a transaction
"""
self.assertEqual(self.transaction.status, 'pending')
self.payment._success = False
self.transaction.add_payment(self.payment)
self.assertEqual(self.transaction.status, 'error')
class TransactionTestSuite(unittest.TestCase):
"""Transaction test cases."""
def setUp(self):
# Object creation
self.transaction_id = TransactionId(TraderId("0"),
TransactionNumber(1))
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(100, 'MB')),
OrderId(TraderId('3'), OrderNumber(2)),
OrderId(TraderId('2'), 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(100, 'MB')),
Timestamp(0.0))
self.payment = Payment(
TraderId("0"), TransactionId(TraderId('2'), TransactionNumber(2)),
AssetAmount(3, 'MB'), WalletAddress('a'), WalletAddress('b'),
PaymentId('aaa'), Timestamp(4.0), True)
def test_from_proposed_trade(self):
"""
Test creating a transaction from a proposed trade
"""
transaction = Transaction.from_proposed_trade(self.proposed_trade,
self.transaction_id)
self.assertEqual(transaction.assets, self.transaction.assets)
def test_add_payment(self):
"""
Test the addition of a payment to a transaction
"""
self.transaction.add_payment(self.payment)
self.assertEqual(self.transaction.transferred_assets.first.amount, 0)
self.assertEqual(self.transaction.transferred_assets.second.amount, 3)
self.assertTrue(self.transaction.payments)
def test_next_payment(self):
"""
Test the process of determining the next payment details during a transaction
"""
self.assertEqual(self.transaction.next_payment(True),
AssetAmount(100, 'BTC'))
self.assertEqual(self.transaction.next_payment(False),
AssetAmount(100, 'MB'))
def test_is_payment_complete(self):
"""
Test whether a payment is correctly marked as complete
"""
self.assertFalse(self.transaction.is_payment_complete())
self.transaction.add_payment(self.payment)
self.assertFalse(self.transaction.is_payment_complete())
self.transaction._transferred_assets = AssetPair(
AssetAmount(100, 'BTC'), AssetAmount(100, 'MB'))
self.assertTrue(self.transaction.is_payment_complete())
def test_to_dictionary(self):
"""
Test the to dictionary method of a transaction
"""
self.assertDictEqual(
self.transaction.to_dictionary(), {
'trader_id': '0',
'transaction_number': 1,
'order_number': 2,
'partner_trader_id': '2',
'partner_order_number': 1,
'payment_complete': False,
'assets': {
'first': {
'amount': 100,
'type': 'BTC',
},
'second': {
'amount': 100,
'type': 'MB'
}
},
'transferred': {
'first': {
'amount': 0,
'type': 'BTC',
},
'second': {
'amount': 0,
'type': 'MB'
}
},
'timestamp': 0.0,
'status': 'pending'
})
def test_status(self):
"""
Test the status of a transaction
"""
self.assertEqual(self.transaction.status, 'pending')
self.payment._success = False
self.transaction.add_payment(self.payment)
self.assertEqual(self.transaction.status, 'error')