async def setUp(self):
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' * 20), OrderNumber(4))
self.order_id2 = OrderId(TraderId(b'4' * 20), 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' * 20), OrderNumber(4)), 3)
self.transaction_id1 = TransactionId(b'a' * 32)
self.transaction1 = Transaction(
self.transaction_id1,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)), Timestamp(20000))
self.payment1 = Payment(TraderId(b'0' * 20), self.transaction_id1,
AssetAmount(5, 'BTC'), WalletAddress('abc'),
WalletAddress('def'), PaymentId("abc"),
Timestamp(20000))
self.transaction1.add_payment(self.payment1)
def setUp(self):
yield super(MatchingEngineTestSuite, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'2' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'4' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId(b'5' * 20), OrderNumber(3)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId(b'6' * 20), 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):
# Object creation
self.transaction_id = TransactionId(b'a' * 32)
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(0))
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timestamp(0))
self.tick = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0),
Timestamp(00), True)
self.tick2 = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(0), True)
self.order_timestamp = Timestamp.now()
self.order = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(40, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(10, 'MC')),
Timeout(5), Timestamp(int(time.time() * 1000) - 1000 * 1000), True)
self.order2.set_verified()
def setUp(self):
# Object creation
self.memory_order_repository = MemoryOrderRepository(b'0' * 20)
self.order_id = OrderId(TraderId(b'0' * 20), OrderNumber(1))
self.order = Order(self.order_id, AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10), False)
self.order2 = Order(self.order_id, AssetPair(AssetAmount(1000, 'BTC'), AssetAmount(30, 'MC')),
Timeout(0), Timestamp(10), False)
def order2():
order_id2 = OrderId(TraderId(b'4' * 20), OrderNumber(5))
order2 = Order(order_id2,
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
order2.reserve_quantity_for_tick(
OrderId(TraderId(b'3' * 20), OrderNumber(4)), 3)
return order2
def setUp(self):
order_id = OrderId(TraderId(b'3' * 20), OrderNumber(1))
self.ask_order = Order(
order_id, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
self.bid_order = Order(
order_id, AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
self.queue = MatchPriorityQueue(self.ask_order)
def test_has_acceptable_price(self):
"""
Test the acceptable price method
"""
order = Order(OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(5000), self.order_timestamp, True)
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
order._is_ask = False
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
def setUp(self):
yield super(PriceTimeStrategyTestSuite, self).setUp()
# Object creation
self.ask = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask2 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask3 = Ask(
OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(40000, 'BTC'), AssetAmount(200, 'MB')),
Timeout(100), Timestamp.now())
self.ask4 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'A'), AssetAmount(3000, 'MB')),
Timeout(100), Timestamp.now())
self.ask5 = Ask(
OrderId(TraderId(b'1' * 20), OrderNumber(4)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'C')),
Timeout(100), Timestamp.now())
self.bid = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(5)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.bid2 = Bid(
OrderId(TraderId(b'0' * 20), OrderNumber(6)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
self.ask_order = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(11)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), True)
self.ask_order2 = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(12)),
AssetPair(AssetAmount(600, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), True)
self.bid_order = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
self.bid_order2 = Order(
OrderId(TraderId(b'9' * 20), 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 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(b'0' * 20), OrderNumber(1)), ask_pair,
Timeout(3600), Timestamp.now(), True)
ask._traded_quantity = ask_total_traded
bid = Order(OrderId(TraderId(b'1' * 20), OrderNumber(1)), bid_pair,
Timeout(3600), Timestamp.now(), False)
bid._traded_quantity = bid_total_traded
tx = Transaction(
TransactionId(TraderId(b'0' * 20), TransactionNumber(1)),
AssetPair(AssetAmount(traded_amount, 'BTC'),
AssetAmount(traded_amount, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(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 = b'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 get_all_orders(self):
"""
Return all orders in the database.
"""
db_result = self.execute(u"SELECT * FROM orders")
return [Order.from_database(db_item, self.get_reserved_ticks(
OrderId(TraderId(bytes(db_item[0])), OrderNumber(db_item[1])))) for db_item in db_result]
def setUp(self):
# Object creation
self.timestamp_now = Timestamp.now()
self.tick = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(30), Timestamp(0), True)
self.tick2 = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), False)
self.order_ask = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), True)
self.order_bid = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(30, 'BTC'), AssetAmount(30, 'MB')),
Timeout(0), Timestamp(0), False)
def get_order(self, order_id):
"""
Return an order with a specific id.
"""
try:
db_result = next(self.execute(u"SELECT * FROM orders WHERE trader_id = ? AND order_number = ?",
(database_blob(bytes(order_id.trader_id)),
text_type(order_id.order_number))))
except StopIteration:
return None
return Order.from_database(db_result, self.get_reserved_ticks(order_id))
def test_match_order_divided(order_book, strategy, ask):
"""
Test for match order divided over two ticks
"""
order_book.insert_ask(ask)
ask2 = Ask(OrderId(TraderId(b'1' * 20), OrderNumber(2)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now())
bid_order2 = Order(
OrderId(TraderId(b'9' * 20), OrderNumber(14)),
AssetPair(AssetAmount(6000, 'BTC'), AssetAmount(60, 'MB')),
Timeout(100), Timestamp.now(), False)
order_book.insert_ask(ask2)
matching_ticks = strategy.match(bid_order2.order_id, bid_order2.price,
bid_order2.available_quantity, False)
assert len(matching_ticks) == 2
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 bid_order():
return Order(OrderId(TraderId(b'9' * 20), OrderNumber(13)),
AssetPair(AssetAmount(3000, 'BTC'), AssetAmount(30, 'MB')),
Timeout(100), Timestamp.now(), False)
def bid_order():
order_id = OrderId(TraderId(b'3' * 20), OrderNumber(1))
return Order(order_id,
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), False)
def order1():
order_id1 = OrderId(TraderId(b'3' * 20), OrderNumber(4))
return Order(order_id1,
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(6, 'EUR')),
Timeout(3600), Timestamp.now(), True)
class OrderTestSuite(unittest.TestCase):
"""Order test cases."""
def setUp(self):
# Object creation
self.transaction_id = TransactionId(b'a' * 32)
self.transaction = Transaction(
self.transaction_id,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(1)), Timestamp(0))
self.proposed_trade = Trade.propose(
TraderId(b'0' * 20), OrderId(TraderId(b'0' * 20), OrderNumber(2)),
OrderId(TraderId(b'1' * 20), OrderNumber(3)),
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MC')),
Timestamp(0))
self.tick = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
AssetPair(AssetAmount(5, 'BTC'), AssetAmount(5, 'MC')), Timeout(0),
Timestamp(00), True)
self.tick2 = Tick(
OrderId(TraderId(b'0' * 20), OrderNumber(2)),
AssetPair(AssetAmount(500, 'BTC'), AssetAmount(5, 'MC')),
Timeout(0), Timestamp(0), True)
self.order_timestamp = Timestamp.now()
self.order = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(40, 'MC')),
Timeout(5000), self.order_timestamp, False)
self.order.set_verified()
self.order2 = Order(
OrderId(TraderId(b'0' * 20), OrderNumber(4)),
AssetPair(AssetAmount(50, 'BTC'), AssetAmount(10, 'MC')),
Timeout(5), Timestamp(int(time.time() * 1000) - 1000 * 1000), True)
self.order2.set_verified()
def test_add_trade(self):
"""
Test the add trade method of an order
"""
self.order.reserve_quantity_for_tick(
OrderId(TraderId(b'5' * 20), OrderNumber(1)), 10)
self.assertEqual(self.order.traded_quantity, 0)
self.order.add_trade(OrderId(TraderId(b'5' * 20), OrderNumber(1)),
AssetAmount(10, 'BTC'))
self.assertEqual(self.order.traded_quantity, 10)
self.order.reserve_quantity_for_tick(
OrderId(TraderId(b'6' * 20), OrderNumber(1)), 40)
self.order.add_trade(OrderId(TraderId(b'6' * 20), OrderNumber(1)),
AssetAmount(40, 'MC'))
self.order.add_trade(OrderId(TraderId(b'6' * 20), OrderNumber(1)),
AssetAmount(40, 'BTC'))
self.assertTrue(self.order.is_complete())
self.assertFalse(self.order.cancelled)
def test_has_acceptable_price(self):
"""
Test the acceptable price method
"""
order = Order(OrderId(TraderId(b'0' * 20), OrderNumber(3)),
AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB')),
Timeout(5000), self.order_timestamp, True)
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
order._is_ask = False
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(30, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(15, 'MB'))
self.assertTrue(order.has_acceptable_price(pair))
pair = AssetPair(AssetAmount(60, 'BTC'), AssetAmount(60, 'MB'))
self.assertFalse(order.has_acceptable_price(pair))
def test_is_ask(self):
# Test for is ask
self.assertTrue(self.order2.is_ask())
self.assertFalse(self.order.is_ask())
def test_reserve_quantity_insufficient(self):
# Test for reserve insufficient quantity
self.assertRaises(ValueError, self.order.reserve_quantity_for_tick,
self.tick2.order_id, self.tick2.assets.first.amount)
def test_reserve_quantity(self):
# Test for reserve quantity
self.assertEqual(0, self.order.reserved_quantity)
self.order.reserve_quantity_for_tick(self.tick.order_id, 5)
self.assertEqual(5, self.order.reserved_quantity)
self.order.reserve_quantity_for_tick(self.tick.order_id, 5)
self.assertEqual(10, self.order.reserved_quantity)
def test_release_quantity(self):
# Test for release quantity
self.order.reserve_quantity_for_tick(self.tick.order_id, 5)
self.assertEqual(5, self.order.reserved_quantity)
self.order.release_quantity_for_tick(self.tick.order_id, 5)
self.assertEqual(0, self.order.reserved_quantity)
self.order.reserve_quantity_for_tick(self.tick.order_id,
self.tick.assets.first.amount)
quantity = self.tick.assets.first.amount + 1
self.assertRaises(ValueError, self.order.release_quantity_for_tick,
self.tick.order_id, quantity)
def test_release_unreserved_quantity(self):
# Test for release unreserved quantity
with self.assertRaises(TickWasNotReserved):
self.order.release_quantity_for_tick(self.tick.order_id,
AssetAmount(5, 'BTC'))
def test_is_valid(self):
self.assertTrue(self.order.is_valid())
self.assertFalse(self.order2.is_valid())
def test_status(self):
"""
Test the status of an order
"""
self.order._verified = False
self.assertEqual(self.order.status, "unverified")
self.order.set_verified()
self.assertEqual(self.order.status, "open")
self.order._timeout = Timeout(0)
self.assertEqual(self.order.status, "expired")
self.order._timeout = Timeout(3600)
self.order._traded_quantity = self.order.assets.first.amount
self.order._received_quantity = self.order.assets.second.amount
self.assertEqual(self.order.status, "completed")
self.order._cancelled = True
self.assertEqual(self.order.status, "cancelled")
def test_to_dict(self):
"""
Test the conversion of an order to a dictionary
"""
self.assertEqual(
self.order.to_dictionary(), {
"trader_id": "30" * 20,
"cancelled": False,
"completed_timestamp": None,
"is_ask": False,
"order_number": 3,
"assets": {
"first": {
"amount": 50,
"type": "BTC",
},
"second": {
"amount": 40,
"type": "MC"
}
},
"reserved_quantity": 0,
"traded": 0,
"status": "open",
"timeout": 5000,
"timestamp": int(self.order_timestamp)
})
class TestDatabase(AbstractServer):
async def setUp(self):
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' * 20), OrderNumber(4))
self.order_id2 = OrderId(TraderId(b'4' * 20), 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' * 20), OrderNumber(4)), 3)
self.transaction_id1 = TransactionId(b'a' * 32)
self.transaction1 = Transaction(
self.transaction_id1,
AssetPair(AssetAmount(100, 'BTC'), AssetAmount(30, 'MB')),
OrderId(TraderId(b'0' * 20), OrderNumber(1)),
OrderId(TraderId(b'1' * 20), OrderNumber(2)), Timestamp(20000))
self.payment1 = Payment(TraderId(b'0' * 20), self.transaction_id1,
AssetAmount(5, 'BTC'), WalletAddress('abc'),
WalletAddress('def'), PaymentId("abc"),
Timestamp(20000))
self.transaction1.add_payment(self.payment1)
async def tearDown(self):
self.database.close()
await super(TestDatabase, self).tearDown()
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' * 20), 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(int(self.transaction1.timestamp) - 1000))
self.database.insert_or_update_transaction(before_trans1)
transaction = self.database.get_transaction(
self.transaction1.transaction_id)
self.assertEqual(int(transaction.timestamp),
int(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(int(self.transaction1.timestamp) + 1000))
self.database.insert_or_update_transaction(after_trans1)
transaction = self.database.get_transaction(
self.transaction1.transaction_id)
self.assertEqual(int(transaction.timestamp),
int(after_trans1.timestamp))
def test_get_specific_transaction(self):
"""
Test the retrieval of a specific transaction
"""
transaction_id = TransactionId(b'a' * 32)
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_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_check_database(self):
"""
Test the check of the database
"""
self.assertEqual(
self.database.check_database(b"%d" % 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(b"1"), 5)
